Publication details

Conference Paper (international conference)

Neural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting

Baruník Jozef, Vácha Lukáš

: Proceedings of 26th International Conference Mathematical Methods in Economics 2008, p. 1-6 , Eds: Řehořová Pavla, Maršíková Kateřina

: Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008)

: CEZ:AV0Z10750506

: 46108, GAUK, GA402/06/1417, GA ČR, GP402/08/P207, GA ČR

: neural networks, hard threshold denoising, time series prediction, wavelets

: http://library.utia.cas.cz/separaty/2008/E/barunik-0314935.pdf

(eng): Wavelet Neural Network prediction of Central European stock market returns series.

(cze): Predikce středoevropských výnosů pomocí waveletích neuronových sítí

: AH