Piotr Idźkowiak - Publications - Bridge of Knowledge

Piotr Idźkowiak

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Year 2009

Adaptive prediction of stock exchange indices by state space wavelet networks
Publication
- M. Brdyś
- A. Borowa
- P. Idźkowiak
- M. Brdyś
- International Journal of Applied Mathematics and Computer Science - Year 2009
The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session...

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