Obiekt
Tytuł: Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations
Współtwórca:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Tytuł publikacji grupowej:
Abstract:
The paper considers the forecasting of the euro/Polish złoty (EUR/PLN) spot exchange rate by applying state space wavelet network and econometric forecast combination models. Both prediction methods are applied to produce one-trading-day-ahead forecasts of the EUR/PLN exchange rate. The paper presents the general state space wavelet network and forecast combination models as well as their underlying principles. ; The state space wavelet network model is, in contrast to econometric forecast combinations, a non-parametric prediction technique which does not make any distributional assumptions regarding the underlying input variables. Both methods can be used as forecasting tools in portfolio investment management, asset valuation, IT security and integrated business risk intelligence in volatile market conditions.
Wydawca:
Zielona Góra: Uniwersytet Zielonogórski
Identyfikator zasobu:
DOI:
Strony:
Źródło:
AMCS, volume 26, number 1 (2016) ; 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) (2016)
Data ostatniej modyfikacji:
2024-11-05
Data dodania obiektu:
2024-05-09
Liczba wyświetleń treści obiektu:
24
Wszystkie dostępne wersje tego obiektu:
https://zbc.uz.zgora.pl/repozytorium/publication/88948
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Wyświetl opis w formacie OAI-PMH:
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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 26, number 1 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
