Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations.
Mietek A. BrdysMarcin T. BrdysSebastian M. MaciejewskiPublished in: Int. J. Appl. Math. Comput. Sci. (2016)
Keyphrases
- state space
- currency exchange
- exchange rate
- reinforcement learning
- social networks
- denoising
- wavelet transform
- multiresolution
- heuristic search
- dynamical systems
- complex networks
- anchovy catches
- multiresolution analysis
- dynamic programming
- search algorithm
- wavelet coefficients
- markov decision processes
- machine learning
- wavelet neural network
- feature extraction
- stock price
- network structure
- monte carlo
- knn
- long term