Object
Title: Adaptive prediction of stock exchange indices by state space wavelet networks
Contributor:
Group publication title:
Abstract:
The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. ; The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session ahead and five sessions ahead adaptive predictors of the WIG20 index prices. The predictors are validated based on real data records to produce promising results. The state space wavelet network model may also be used as a forecasting tool for a wide range of economic and non-economic indicators, such as goods and row materials prices, electricity/fuel consumption or currency exchange rates.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 19, number 2 (2009) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2009)
Last modified:
Nov 5, 2024
In our library since:
Apr 9, 2024
Number of object content hits:
27
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/88549
Show description in RDF format:
Show description in OAI-PMH format:
-
International Journal of Applied Mathematics and Computer Science (AMCS)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 1 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 2 (2009)
- Topological derivatives for semilinear elliptic equations
- Influence of preconditioning and blocking on accuracy in solving Markovian models
- Input constraints handling in an MPC/feedback linearization scheme
- Efficient nonlinear predictive control based on structured neural models
- Design of the state predictive model following control system with time-delay
- Independence of asymptotic stability of positive 2D linear systems with delays of their delays
- Simple conditions for practical stability of positive fractional discrete-time linear systems
- Control error dynamic modification as an efficient tool for reduction of effects introduced by actuator constraints
- On directional change and anti-windup compensation in multivariable control systems
- Optimization schemes for wireless sensor network localization
- Ensemble neural network approach for accurate load forecasting in a power system
- Automatic risk control based on FSA methodology adaptation for safety assessment in intelligent buildings
- Decomposition of vibration signals into deterministic and nondeterministic components and its capabilities of fault detection and identification
- Adaptive prediction of stock exchange indices by state space wavelet networks
- Statistical estimation of the dynamics of watershed dams
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 3 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 4 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 1 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 15 (2005)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 13 (2003)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 12 (2002)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 11 (2001)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 10 (2000)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 9 (1999)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 8 (1998)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 7 (1997)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 6 (1996)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 5 (1995)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 4 (1994)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 3 (1993)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 2 (1992)
-
International Journal of Applied Mathematics and Computer Science (AMCS),volume 1 (1991)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Edition name | Date |
|---|---|
| Adaptive prediction of stock exchange indices by state space wavelet networks | Nov 5, 2024 |
