EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS

DOI10.1142/S1793005705000056zbMath1062.62233MaRDI QIDQ4679770

Mak Kaboudan

Publication date: 21 June 2005

Published in: New Mathematics and Natural Computation (Search for Journal in Brave)

zbMATH Keywords

artificial neural networksgenetic programmingHaar wavelets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximation methods and heuristics in mathematical programming (90C59) Numerical methods for wavelets (65T60) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (1)

Selecting the best forecasting-implied volatility model using genetic programming

Cites Work

• A stochastic nonlinear regression estimator using wavelets
• Regression neural network for error correction in foreign exchange forecasting and trading.
• A theory for multiresolution signal decomposition: the wavelet representation
• Time series forecasting with neural network ensembles: an application for exchange rate prediction
• Genetically evolved models and normality of their fitted residuals

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