Search results for: FORECAST COMBINATIONS

• ADAPTIVE PREDICTIONS OF THE EURO/ZŁOTY CURRENCY EXCHANGE RATE USING STATE SPACE WAVELET NETWORKS AND FORECAST COMBINATIONS

  Publication

  • M. Brdyś
  • M. Brdyś
  • S. M. Maciejewski

  - International Journal of Applied Mathematics and Computer Science - Year 2016

  The paper considers the forecasting of the euro/Polish złoty (EUR/PLN) spot exchange rate by applying state space wavelet network and econometric forecast combination models. Both prediction methods are applied to produce one-trading-day- ahead forecasts of the EUR/PLN exchange rate. The paper presents the general state space wavelet network and forecast combination models as well as their underlying principles. The state space...

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