Adaptive predictions of the Euro/Złoty currency exchange rate using state space wavelet networks and forecast combinations
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Publication:285411
DOI10.1515/amcs-2016-0011zbMath1337.62347OpenAlexW2320179523MaRDI QIDQ285411
Marcin T. Brdyś, Sebastian M. Maciejewski, Mietek A. Brdyś
Publication date: 19 May 2016
Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/amcs-2016-0011
artificial intelligenceforecast combinationscurrency exchange ratedata generating processMetropolis Monte Carlostate space wavelet network
Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Numerical methods for wavelets (65T60)
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