Obiekt
Tytuł: Adaptive prediction of stock exchange indices by state space wavelet networks
Autor:
Brdyś, Mietek A. ; Borowa, Adam ; Idźkowiak, Piotr ; Brdyś, Marcin T.
Data wydania:
Typ zasobu:
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Tytuł publikacji grupowej:
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.
Wydawca:
Zielona Góra: Uniwersytet Zielonogórski
Identyfikator zasobu:
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Strony:
Źródło:
AMCS, volume 19, number 2 (2009) ; kliknij tutaj, żeby przejść
Jezyk:
Prawa do dysponowania publikacją:
Biblioteka Uniwersytetu Zielonogórskiego
Kolekcje, do których przypisany jest obiekt:
- Repozytorium > Jednostki organizacyjne > Wydział Informatyki, Elektrotechniki i Automatyki
- Repozytorium > Typy utworów > Artykuły
- Repozytorium > Czasopisma naukowe i serie wydawnicze UZ > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2009)
Data ostatniej modyfikacji:
2024-11-05
Data dodania obiektu:
2024-04-09
Liczba wyświetleń treści obiektu:
27
Wszystkie dostępne wersje tego obiektu:
https://zbc.uz.zgora.pl/repozytorium/publication/88549
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 1 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19, number 2 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Nazwa wydania | Data |
|---|---|
| Adaptive prediction of stock exchange indices by state space wavelet networks | 2024-11-05 |
