Enhancing Exchange Rate Forecasting with Multi-Scale Residual Lstm and Dual-Task Learning: An Interpretable Framework with Shap Analysis Article Swipe
Hongyang Li
,
Lei Ji
,
Jiayi Liao
,
Xuewen Li
·
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.2139/ssrn.5342273
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.2139/ssrn.5342273
Related Topics
Concepts
Metadata
- Type
- preprint
- Language
- en
- Landing Page
- https://doi.org/10.2139/ssrn.5342273
- OA Status
- green
- References
- 57
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4412083810
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
-
https://openalex.org/W4412083810Canonical identifier for this work in OpenAlex
- DOI
-
https://doi.org/10.2139/ssrn.5342273Digital Object Identifier
- Title
-
Enhancing Exchange Rate Forecasting with Multi-Scale Residual Lstm and Dual-Task Learning: An Interpretable Framework with Shap AnalysisWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2025Year of publication
- Publication date
-
2025-01-01Full publication date if available
- Authors
-
Hongyang Li, Lei Ji, Jiayi Liao, Xuewen LiList of authors in order
- Landing page
-
https://doi.org/10.2139/ssrn.5342273Publisher landing page
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://doi.org/10.2139/ssrn.5342273Direct OA link when available
- Concepts
-
Residual, Dual (grammatical number), Scale (ratio), Task (project management), Computer science, Artificial intelligence, Machine learning, Engineering, Algorithm, Cartography, Linguistics, Systems engineering, Geography, PhilosophyTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
0Total citation count in OpenAlex
- References (count)
-
57Number of works referenced by this work
- Related works (count)
-
10Other works algorithmically related by OpenAlex
Full payload
| id | https://openalex.org/W4412083810 |
|---|---|
| doi | https://doi.org/10.2139/ssrn.5342273 |
| ids.doi | https://doi.org/10.2139/ssrn.5342273 |
| ids.openalex | https://openalex.org/W4412083810 |
| fwci | 0.0 |
| type | preprint |
| title | Enhancing Exchange Rate Forecasting with Multi-Scale Residual Lstm and Dual-Task Learning: An Interpretable Framework with Shap Analysis |
| biblio.issue | |
| biblio.volume | |
| biblio.last_page | |
| biblio.first_page | |
| topics[0].id | https://openalex.org/T11326 |
| topics[0].field.id | https://openalex.org/fields/18 |
| topics[0].field.display_name | Decision Sciences |
| topics[0].score | 0.9987000226974487 |
| topics[0].domain.id | https://openalex.org/domains/2 |
| topics[0].domain.display_name | Social Sciences |
| topics[0].subfield.id | https://openalex.org/subfields/1803 |
| topics[0].subfield.display_name | Management Science and Operations Research |
| topics[0].display_name | Stock Market Forecasting Methods |
| topics[1].id | https://openalex.org/T11059 |
| topics[1].field.id | https://openalex.org/fields/20 |
| topics[1].field.display_name | Economics, Econometrics and Finance |
| topics[1].score | 0.9861000180244446 |
| topics[1].domain.id | https://openalex.org/domains/2 |
| topics[1].domain.display_name | Social Sciences |
| topics[1].subfield.id | https://openalex.org/subfields/2002 |
| topics[1].subfield.display_name | Economics and Econometrics |
| topics[1].display_name | Market Dynamics and Volatility |
| topics[2].id | https://openalex.org/T11918 |
| topics[2].field.id | https://openalex.org/fields/18 |
| topics[2].field.display_name | Decision Sciences |
| topics[2].score | 0.9735000133514404 |
| topics[2].domain.id | https://openalex.org/domains/2 |
| topics[2].domain.display_name | Social Sciences |
| topics[2].subfield.id | https://openalex.org/subfields/1803 |
| topics[2].subfield.display_name | Management Science and Operations Research |
| topics[2].display_name | Forecasting Techniques and Applications |
| is_xpac | False |
| apc_list | |
| apc_paid | |
| concepts[0].id | https://openalex.org/C155512373 |
| concepts[0].level | 2 |
| concepts[0].score | 0.8292731046676636 |
| concepts[0].wikidata | https://www.wikidata.org/wiki/Q287450 |
| concepts[0].display_name | Residual |
| concepts[1].id | https://openalex.org/C2780980858 |
| concepts[1].level | 2 |
| concepts[1].score | 0.614948034286499 |
| concepts[1].wikidata | https://www.wikidata.org/wiki/Q110022 |
| concepts[1].display_name | Dual (grammatical number) |
| concepts[2].id | https://openalex.org/C2778755073 |
| concepts[2].level | 2 |
| concepts[2].score | 0.6098144054412842 |
| concepts[2].wikidata | https://www.wikidata.org/wiki/Q10858537 |
| concepts[2].display_name | Scale (ratio) |
| concepts[3].id | https://openalex.org/C2780451532 |
| concepts[3].level | 2 |
| concepts[3].score | 0.6091856956481934 |
| concepts[3].wikidata | https://www.wikidata.org/wiki/Q759676 |
| concepts[3].display_name | Task (project management) |
| concepts[4].id | https://openalex.org/C41008148 |
| concepts[4].level | 0 |
| concepts[4].score | 0.5779934525489807 |
| concepts[4].wikidata | https://www.wikidata.org/wiki/Q21198 |
| concepts[4].display_name | Computer science |
| concepts[5].id | https://openalex.org/C154945302 |
| concepts[5].level | 1 |
| concepts[5].score | 0.5144562721252441 |
| concepts[5].wikidata | https://www.wikidata.org/wiki/Q11660 |
| concepts[5].display_name | Artificial intelligence |
| concepts[6].id | https://openalex.org/C119857082 |
| concepts[6].level | 1 |
| concepts[6].score | 0.3918144702911377 |
| concepts[6].wikidata | https://www.wikidata.org/wiki/Q2539 |
| concepts[6].display_name | Machine learning |
| concepts[7].id | https://openalex.org/C127413603 |
| concepts[7].level | 0 |
| concepts[7].score | 0.11628350615501404 |
| concepts[7].wikidata | https://www.wikidata.org/wiki/Q11023 |
| concepts[7].display_name | Engineering |
| concepts[8].id | https://openalex.org/C11413529 |
| concepts[8].level | 1 |
| concepts[8].score | 0.08871227502822876 |
| concepts[8].wikidata | https://www.wikidata.org/wiki/Q8366 |
| concepts[8].display_name | Algorithm |
| concepts[9].id | https://openalex.org/C58640448 |
| concepts[9].level | 1 |
| concepts[9].score | 0.06750014424324036 |
| concepts[9].wikidata | https://www.wikidata.org/wiki/Q42515 |
| concepts[9].display_name | Cartography |
| concepts[10].id | https://openalex.org/C41895202 |
| concepts[10].level | 1 |
| concepts[10].score | 0.04961806535720825 |
| concepts[10].wikidata | https://www.wikidata.org/wiki/Q8162 |
| concepts[10].display_name | Linguistics |
| concepts[11].id | https://openalex.org/C201995342 |
| concepts[11].level | 1 |
| concepts[11].score | 0.04817235469818115 |
| concepts[11].wikidata | https://www.wikidata.org/wiki/Q682496 |
| concepts[11].display_name | Systems engineering |
| concepts[12].id | https://openalex.org/C205649164 |
| concepts[12].level | 0 |
| concepts[12].score | 0.04786837100982666 |
| concepts[12].wikidata | https://www.wikidata.org/wiki/Q1071 |
| concepts[12].display_name | Geography |
| concepts[13].id | https://openalex.org/C138885662 |
| concepts[13].level | 0 |
| concepts[13].score | 0.0 |
| concepts[13].wikidata | https://www.wikidata.org/wiki/Q5891 |
| concepts[13].display_name | Philosophy |
| keywords[0].id | https://openalex.org/keywords/residual |
| keywords[0].score | 0.8292731046676636 |
| keywords[0].display_name | Residual |
| keywords[1].id | https://openalex.org/keywords/dual |
| keywords[1].score | 0.614948034286499 |
| keywords[1].display_name | Dual (grammatical number) |
| keywords[2].id | https://openalex.org/keywords/scale |
| keywords[2].score | 0.6098144054412842 |
| keywords[2].display_name | Scale (ratio) |
| keywords[3].id | https://openalex.org/keywords/task |
| keywords[3].score | 0.6091856956481934 |
| keywords[3].display_name | Task (project management) |
| keywords[4].id | https://openalex.org/keywords/computer-science |
| keywords[4].score | 0.5779934525489807 |
| keywords[4].display_name | Computer science |
| keywords[5].id | https://openalex.org/keywords/artificial-intelligence |
| keywords[5].score | 0.5144562721252441 |
| keywords[5].display_name | Artificial intelligence |
| keywords[6].id | https://openalex.org/keywords/machine-learning |
| keywords[6].score | 0.3918144702911377 |
| keywords[6].display_name | Machine learning |
| keywords[7].id | https://openalex.org/keywords/engineering |
| keywords[7].score | 0.11628350615501404 |
| keywords[7].display_name | Engineering |
| keywords[8].id | https://openalex.org/keywords/algorithm |
| keywords[8].score | 0.08871227502822876 |
| keywords[8].display_name | Algorithm |
| keywords[9].id | https://openalex.org/keywords/cartography |
| keywords[9].score | 0.06750014424324036 |
| keywords[9].display_name | Cartography |
| keywords[10].id | https://openalex.org/keywords/linguistics |
| keywords[10].score | 0.04961806535720825 |
| keywords[10].display_name | Linguistics |
| keywords[11].id | https://openalex.org/keywords/systems-engineering |
| keywords[11].score | 0.04817235469818115 |
| keywords[11].display_name | Systems engineering |
| keywords[12].id | https://openalex.org/keywords/geography |
| keywords[12].score | 0.04786837100982666 |
| keywords[12].display_name | Geography |
| language | en |
| locations[0].id | doi:10.2139/ssrn.5342273 |
| locations[0].is_oa | True |
| locations[0].source.id | https://openalex.org/S4210172589 |
| locations[0].source.issn | 1556-5068 |
| locations[0].source.type | repository |
| locations[0].source.is_oa | True |
| locations[0].source.issn_l | 1556-5068 |
| locations[0].source.is_core | False |
| locations[0].source.is_in_doaj | False |
| locations[0].source.display_name | SSRN Electronic Journal |
| locations[0].source.host_organization | https://openalex.org/I1318003438 |
| locations[0].source.host_organization_name | RELX Group (Netherlands) |
| locations[0].source.host_organization_lineage | https://openalex.org/I1318003438 |
| locations[0].license | |
| locations[0].pdf_url | |
| locations[0].version | acceptedVersion |
| locations[0].raw_type | posted-content |
| locations[0].license_id | |
| locations[0].is_accepted | True |
| locations[0].is_published | False |
| locations[0].raw_source_name | |
| locations[0].landing_page_url | https://doi.org/10.2139/ssrn.5342273 |
| indexed_in | crossref |
| authorships[0].author.id | https://openalex.org/A5100450555 |
| authorships[0].author.orcid | |
| authorships[0].author.display_name | Hongyang Li |
| authorships[0].author_position | first |
| authorships[0].raw_author_name | Hongyang Li |
| authorships[0].is_corresponding | False |
| authorships[1].author.id | https://openalex.org/A5100754486 |
| authorships[1].author.orcid | https://orcid.org/0000-0002-9072-6993 |
| authorships[1].author.display_name | Lei Ji |
| authorships[1].author_position | middle |
| authorships[1].raw_author_name | Liurulin Ji |
| authorships[1].is_corresponding | False |
| authorships[2].author.id | https://openalex.org/A5113346504 |
| authorships[2].author.orcid | |
| authorships[2].author.display_name | Jiayi Liao |
| authorships[2].author_position | middle |
| authorships[2].raw_author_name | Jiayi Liao |
| authorships[2].is_corresponding | False |
| authorships[3].author.id | https://openalex.org/A5100441260 |
| authorships[3].author.orcid | https://orcid.org/0000-0003-0841-8658 |
| authorships[3].author.display_name | Xuewen Li |
| authorships[3].author_position | last |
| authorships[3].raw_author_name | Xuewen Li |
| authorships[3].is_corresponding | False |
| has_content.pdf | False |
| has_content.grobid_xml | False |
| is_paratext | False |
| open_access.is_oa | True |
| open_access.oa_url | https://doi.org/10.2139/ssrn.5342273 |
| open_access.oa_status | green |
| open_access.any_repository_has_fulltext | False |
| created_date | 2025-10-10T00:00:00 |
| display_name | Enhancing Exchange Rate Forecasting with Multi-Scale Residual Lstm and Dual-Task Learning: An Interpretable Framework with Shap Analysis |
| has_fulltext | False |
| is_retracted | False |
| updated_date | 2025-11-06T03:46:38.306776 |
| primary_topic.id | https://openalex.org/T11326 |
| primary_topic.field.id | https://openalex.org/fields/18 |
| primary_topic.field.display_name | Decision Sciences |
| primary_topic.score | 0.9987000226974487 |
| primary_topic.domain.id | https://openalex.org/domains/2 |
| primary_topic.domain.display_name | Social Sciences |
| primary_topic.subfield.id | https://openalex.org/subfields/1803 |
| primary_topic.subfield.display_name | Management Science and Operations Research |
| primary_topic.display_name | Stock Market Forecasting Methods |
| related_works | https://openalex.org/W2560215812, https://openalex.org/W2949601986, https://openalex.org/W2788972299, https://openalex.org/W2521347458, https://openalex.org/W2498789492, https://openalex.org/W2729981612, https://openalex.org/W4233449973, https://openalex.org/W2925692864, https://openalex.org/W2768526084, https://openalex.org/W151988857 |
| cited_by_count | 0 |
| locations_count | 1 |
| best_oa_location.id | doi:10.2139/ssrn.5342273 |
| best_oa_location.is_oa | True |
| best_oa_location.source.id | https://openalex.org/S4210172589 |
| best_oa_location.source.issn | 1556-5068 |
| best_oa_location.source.type | repository |
| best_oa_location.source.is_oa | True |
| best_oa_location.source.issn_l | 1556-5068 |
| best_oa_location.source.is_core | False |
| best_oa_location.source.is_in_doaj | False |
| best_oa_location.source.display_name | SSRN Electronic Journal |
| best_oa_location.source.host_organization | https://openalex.org/I1318003438 |
| best_oa_location.source.host_organization_name | RELX Group (Netherlands) |
| best_oa_location.source.host_organization_lineage | https://openalex.org/I1318003438 |
| best_oa_location.license | |
| best_oa_location.pdf_url | |
| best_oa_location.version | acceptedVersion |
| best_oa_location.raw_type | posted-content |
| best_oa_location.license_id | |
| best_oa_location.is_accepted | True |
| best_oa_location.is_published | False |
| best_oa_location.raw_source_name | |
| best_oa_location.landing_page_url | https://doi.org/10.2139/ssrn.5342273 |
| primary_location.id | doi:10.2139/ssrn.5342273 |
| primary_location.is_oa | True |
| primary_location.source.id | https://openalex.org/S4210172589 |
| primary_location.source.issn | 1556-5068 |
| primary_location.source.type | repository |
| primary_location.source.is_oa | True |
| primary_location.source.issn_l | 1556-5068 |
| primary_location.source.is_core | False |
| primary_location.source.is_in_doaj | False |
| primary_location.source.display_name | SSRN Electronic Journal |
| primary_location.source.host_organization | https://openalex.org/I1318003438 |
| primary_location.source.host_organization_name | RELX Group (Netherlands) |
| primary_location.source.host_organization_lineage | https://openalex.org/I1318003438 |
| primary_location.license | |
| primary_location.pdf_url | |
| primary_location.version | acceptedVersion |
| primary_location.raw_type | posted-content |
| primary_location.license_id | |
| primary_location.is_accepted | True |
| primary_location.is_published | False |
| primary_location.raw_source_name | |
| primary_location.landing_page_url | https://doi.org/10.2139/ssrn.5342273 |
| publication_date | 2025-01-01 |
| publication_year | 2025 |
| referenced_works | https://openalex.org/W3008571904, https://openalex.org/W4408955104, https://openalex.org/W2074384921, https://openalex.org/W2064675550, https://openalex.org/W2144499799, https://openalex.org/W2913340405, https://openalex.org/W2131774270, https://openalex.org/W2133564696, https://openalex.org/W1522301498, https://openalex.org/W2749581528, https://openalex.org/W2618851150, https://openalex.org/W2955738726, https://openalex.org/W2792764867, https://openalex.org/W4283765503, https://openalex.org/W3215163093, https://openalex.org/W3014727196, https://openalex.org/W2890694561, https://openalex.org/W2962862931, https://openalex.org/W4293238220, https://openalex.org/W4409360491, https://openalex.org/W2736299552, https://openalex.org/W4224916470, https://openalex.org/W4210738050, https://openalex.org/W2804841412, https://openalex.org/W1995223500, https://openalex.org/W4281906850, https://openalex.org/W4391940723, https://openalex.org/W4377943627, https://openalex.org/W2624385633, https://openalex.org/W4225261919, https://openalex.org/W1069790386, https://openalex.org/W4366975814, https://openalex.org/W2602977295, https://openalex.org/W2914912117, https://openalex.org/W4377019166, https://openalex.org/W3124660442, https://openalex.org/W3130713566, https://openalex.org/W2963587345, https://openalex.org/W4312225771, https://openalex.org/W2969420522, https://openalex.org/W3095702468, https://openalex.org/W2073875037, https://openalex.org/W1489290212, https://openalex.org/W4225132481, https://openalex.org/W4396797506, https://openalex.org/W4320085291, https://openalex.org/W4312874217, https://openalex.org/W4388758342, https://openalex.org/W4378627852, https://openalex.org/W2581220703, https://openalex.org/W3217626109, https://openalex.org/W2963311488, https://openalex.org/W3188436598, https://openalex.org/W4410771255, https://openalex.org/W4378983348, https://openalex.org/W2963709789, https://openalex.org/W1588825294 |
| referenced_works_count | 57 |
| abstract_inverted_index | |
| cited_by_percentile_year | |
| countries_distinct_count | 0 |
| institutions_distinct_count | 4 |
| citation_normalized_percentile.value | 0.32615921 |
| citation_normalized_percentile.is_in_top_1_percent | False |
| citation_normalized_percentile.is_in_top_10_percent | True |