EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS

DOI10.1142/S1793005705000056MaRDI QIDQ4679770zbMATH OpenFDO

Authors 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) Neural nets and related approaches to inference from stochastic processes (62M45) Numerical methods for wavelets (65T60)

Recommendations

• Hybrid Neural Systems in Exchange Rate Prediction
• Publication:4945601
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Cites work

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

Cited in

(7)

• scientific article; zbMATH DE number 1424382 (Why is no real title available?)
• A wavelet-based approach for modelling exchange rates
• Hybrid Neural Systems in Exchange Rate Prediction
• Performance comparison between genetic algorithm and particle swarm optimization based on back propagation
• Exchange rate forecasting with optimum singular spectrum analysis
• Selecting the best forecasting-implied volatility model using genetic programming
• Modelling and forecasting by wavelets, and the application to exchange rates

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