K. Nageri

COMPARATIVE FORECASTING PERFORMANCE OF DAILY EXCHANGE RATE VOLATILITY ACROSS DEVELOPED AND EMERGING ECONOMIES

This study comparatively examined the forecasting performance of machine learning and traditional volatility models in predicting daily exchange rate volatility across selected economies from 01 January 2015 to 08 May 2026. The study employed Random Forest (RF), Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU)...