NAIB, ANIS; HAMMOUDI, ABDELAZIZ; TAOUSSI, Brahim (Encadreur); BENILLES, Billel (Encadreur)
(Ecole supérieure de commerce, 2025-10-03)
This research investigates the forecasting of exchange rate volatility for USD/DZD and
EUR/DZD, comparing classical time series models (SARIMA, SARIMAX) with Deep
Learning models (CNN, LSTM) using daily data from January ...