Digital Library of Zielona Góra contains 9 272 digital objects
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:
License CC BY 4.0:
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:
Jul 14, 2025
In our library since:
Apr 9, 2024
Number of object content hits:
97
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), volume 19, number 1 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 2 (2009)
-
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)
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
| Edition name | Date |
|---|---|
| Adaptive prediction of stock exchange indices by state space wavelet networks | Jul 14, 2025 |
Objects Similar
Brdyś, Mieczysław A. Brdyś, Marcin T. Maciejewski, Sebastian M. Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Qi, Ruiyun Brdys, Mietek A. Zieliński, Cezary - ed.
Łangowski, Rafał Brdys, Mietek A. Korbicz, Józef (1951- ) - red.
Strausz, György Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Niewiadomska-Szynkiewicz, Ewa Marks, Michał Korbicz, Józef (1951- ) - ed.
Bilski, Piotr Wojciechowski, Jacek Makowski, Ryszard - ed. Zarzycki, Jan - ed.
Sun, Weiwei Shen, Liang Shao, Hu Liu, Pengjie Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Kulczycki, Piotr Łukasik, Szymon Korbicz, Józef (1951- ) - red. Kowal, Marek - red.
