Citation

Butt, Shamaila and Chohan, Muhammad Ali and Abrar, Mohammad and Sayari, Karima and Kamal, Shahid (2026) Task-Aware Exchange Rate Forecasting: A Unified Empirical Framework for Level, Return, and Volatility Prediction. Risks, 14 (9). p. 207. ISSN 2227-9091

Text risks-14-00207-v2.pdf - Published Version Restricted to Repository staff only Download (5MB)

Abstract

Exchange rate forecasting is a core issue in empirical finance, but in the majority of studies, the impact of target construction, feature representation, and model structure is not disaggregated, and the evaluation is confined to one prediction problem. The three tasks are: (1) prediction of

Item Type:	Article
Uncontrolled Keywords:	exchange rate prediction, return prediction, volatility prediction, LSTM, GRU, dual-stage attention, finance-aware feature engineering, deep learning, time-series forecasting, ablation analysis
Subjects:	H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance.
Divisions:	Faculty of Applied Communication (FAC)
Depositing User:	Ms Suzilawati Abu Samah
Date Deposited:	29 Oct 2026 07:07
Last Modified:	29 Oct 2026 07:07
URII:	http://shdl.mmu.edu.my/id/eprint/16995

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