Pages that link to "Item:Q3591836"
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The following pages link to Modelling and forecasting by wavelets, and the application to exchange rates (Q3591836):
Displaying 18 items.
- Modeling exchange rates using wavelet decomposed genetic neural networks (Q713693) (← links)
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- Multiresolution analysis of S\&P500 time series (Q1703550) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- Wavelet-based prediction of oil prices (Q2483615) (← links)
- Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) (← links)
- Forecasting import and export volume with a combined model based on wavelet filtering (Q2812459) (← links)
- Nonstationary Time Series Forecasting Using Wavelets and Kernel Smoothing (Q2903836) (← links)
- A wavelet approach for factor-augmented forecasting (Q3096858) (← links)
- (Q3368273) (← links)
- Adaptive Prediction of Stock Exchange Indices by State Space Wavelet Networks (Q3391491) (← links)
- On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment (Q4687614) (← links)
- Wavelet fuzzy hybrid model for physico-financial signals (Q5129039) (← links)
- Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation (Q5129123) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
- (Q5456161) (← links)
