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Neural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting
- 1.0314935 - ÚTIA 2009 RIV CZ eng C - Conference Paper (international conference)
Baruník, Jozef - Vácha, Lukáš
Neural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting.
[Neuronové sítě s Waveletovým filtrem: Aplikace na akciové indexy střední evropy a jejich predikce.]
Proceedings of 26th International Conference Mathematical Methods in Economics 2008. Liberec: Technical University of Liberec, 2008 - (Řehořová, P.; Maršíková, K.), s. 1-6. ISBN 978-80-7372-387-3.
[Mathematical Methods in Economics 2008. Liberec (CZ), 17.09.2008-19.09.2008]
R&D Projects: GA ČR(CZ) GA402/06/1417; GA ČR GP402/08/P207
Grant - others:GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : neural networks * hard threshold denoising * time series prediction * wavelets
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2008/E/barunik-0314935.pdf
Wavelet Neural Network prediction of Central European stock market returns series.
Predikce středoevropských výnosů pomocí waveletích neuronových sítí
Permanent Link: http://hdl.handle.net/11104/0165296
Number of the records: 1