What is it about?
Currency Forecasting albeit Volatility 72/3 day adaptive Neural Network structure Stochastic Forecast Combinations Matrix
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Why is it important?
State Space Wavelet Network model robust and flexible in short-term financial predictions. Stochastic and Deterministic Model Forecasting. Adaptive Empirical Analysis highlights weakness of statistical regression models ex-poste structure and unrealistic assumption of linearity models forecasting non-linear financial TS.
Perspectives
Need for a MPC combined Stochastic and Deterministic Matrix Algorithm Empirical Implicit Weight Adaptive Research Focusing more on Long Term trends than 1 Day forecasting. Volatility is noise.
Marcin Brdys
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This page is a summary of: Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations, International Journal of Applied Mathematics and Computer Science, January 2016, De Gruyter,
DOI: 10.1515/amcs-2016-0011.
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