Adaptive prediction of stock exchange indices by state space wavelet networks

International Journal of Applied Mathematics and Computer Science

Volumn 19, Issue 2, 2009, Pages 337-348

  Brdyś, Mietek ^a,b   Borowa, Adam ^b   Idźkowiak, Piotr ^a,c   Brdyś, Marcin ^d  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

^b GDANSK UNIVERSITY OF TECHNOLOGY   (Poland)

^c PHILIPS LIGHTING   (Netherlands)

^d Planning Controlling and Support Bank Pekao SA ^*  (Poland)

Author keywords

Artificial intelligence; Forecasting; Simulated annealing; State space wavelet network; Stock exchange

Indexed keywords

ADAPTIVE PREDICTIONS; ADAPTIVE PREDICTORS; CURRENCY EXCHANGE RATES; DATA RECORDS; ECONOMIC INDICATORS; FORECASTING TOOLS; STATE SPACE; STATE SPACE WAVELET NETWORK; STOCK EXCHANGE; UNDERLYING PRINCIPLES; WAVELET NETWORK; WAVELET NETWORK MODELS;

ARTIFICIAL INTELLIGENCE; COSTS; ECONOMICS; FORECASTING;

SIMULATED ANNEALING;

EID: 69149099909     PISSN: 1641876X     EISSN: None     Source Type: Journal    
DOI: 10.2478/v10006-009-0029-z     Document Type: Article

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