Comparing the performance of different deep learning architectures for time series forecasting

Reza Taleblou

Articles in Press, Accepted Manuscript, Available Online from 14 March 2025

https://doi.org/10.22054/jmmf.2025.83410.1157

Abstract
  In this paper, we evaluate the performance of two machine learning architectures— Recurrent Neural Networks (RNN) and Transformer-based models—on four commodity-based company indices from the Tehran Stock Exchange. The Transformer-based models used in this study include AutoFormer, FEDformer, ...  Read More

Assessing machine learning performance in cryptocurrency market price prediction

Kamran Pakizeh; Arman Malek; Mahya Karimzadeh khosroshahi; Hasan Hamidi Razi

Volume 2, Issue 1 , July 2022, , Pages 1-32

https://doi.org/10.22054/jmmf.2022.14563

Abstract
  Cryptocurrencies, which are digitally encrypted and decentralized, continue to attract attention of  nancial market players across the world. Because of high volatility in cryptocurrency market, predicting price of cryptocurrencies has become one of the most complicated  elds in  nancial ...  Read More