Original title: Wavelet Neural Networks Prediction of Central European Stock Markets
Authors: Vácha, Lukáš ; Baruník, Jozef
Document type: Research reports
Year: 2008
Language: eng
Series: Research Reports, volume: 2225
Abstract: In this paper we apply neural network with denoising layer method for forecasting of Central European Stock Exchanges, namely Prague, Budapest and Warsaw.
Keywords: hard threshold denoising; neural networks; time series prediction
Project no.: CEZ:AV0Z10750506 (CEP), GP402/08/P207 (CEP), GA402/06/1417 (CEP)
Funding provider: GA ČR, GA ČR

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0164746

Permalink: http://www.nusl.cz/ntk/nusl-39300


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports