Deep Learning for Intelligent Assessment of Financial Investment Risk Prediction

Table 3

VaR risk measurement results of 7 foreign exchange markets.

VaR measuring model	Aud	Cad	Chf	Euro	Gbp	Jap	RMB
ARMA-GARCH	26.67	17.00	12.00	22.23	29.67	28.33	23.00
MLP	5.33	8.00	2.00	4.33	19.00	16.33	5.67
DBN	6.00	8.33	0.67	4.33	21.00	1633	4.67
LSTM	8.00	6.00	5.33	5.00	23.33	16.67	4.67