Irsad Nizarudin

Comparison of Hyperparameter Optimization Methods for LSTM-Based XAU/USD Forecasting and Web-Based System Implementation

Unequal search budgets and single-seed experiments can confound comparisons of hyperparameter optimisation methods in financial forecasting. This study compares grid search, random search, and Bayesian optimisation for tuning a long short-term memory model to forecast the XAU/USD closing price for the next trading day....