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<dc:title xml:lang="pl"><![CDATA[Adaptive predictions of the euro/złoty currency exchange rate using state space wavelet networks and forecast combinations]]></dc:title>
<dc:creator><![CDATA[Brdyś, Mieczysław A.]]></dc:creator>
<dc:creator><![CDATA[Brdyś, Marcin T.]]></dc:creator>
<dc:creator><![CDATA[Maciejewski, Sebastian M.]]></dc:creator>
<dc:subject xml:lang="pl"><![CDATA[currency exchange rate]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[artificial intelligence]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[state space wavelet network]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[Metropolis Monte Carlo]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[forecast combinations]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[data generating process]]></dc:subject>
<dc:description xml:lang="pl"><![CDATA[The paper considers the forecasting of the euro/Polish złoty (EUR/PLN) spot exchange rate by applying state space wavelet network and econometric forecast combination models. Both prediction methods are applied to produce one-trading-day-ahead forecasts of the EUR/PLN exchange rate. The paper presents the general state space wavelet network and forecast combination models as well as their underlying principles.]]></dc:description>
<dc:description xml:lang="pl"><![CDATA[The state space wavelet network model is, in contrast to econometric forecast combinations, a non-parametric prediction technique which does not make any distributional assumptions regarding the underlying input variables. Both methods can be used as forecasting tools in portfolio investment management, asset valuation, IT security and integrated business risk intelligence in volatile market conditions.]]></dc:description>
<dc:publisher><![CDATA[Zielona Góra: Uniwersytet Zielonogórski]]></dc:publisher>
<dc:contributor><![CDATA[Korbicz, Józef (1951- ) - red.]]></dc:contributor>
<dc:contributor><![CDATA[Uciński, Dariusz - red.]]></dc:contributor>
<dc:date><![CDATA[2016]]></dc:date>
<dc:type xml:lang="pl"><![CDATA[artykuł]]></dc:type>
<dc:identifier><![CDATA[http://www.zbc.uz.zgora.pl/repozytorium/Content/79121/AMCS_2016_26_1_11.pdf]]></dc:identifier>
<dc:identifier><![CDATA[https://zbc.uz.zgora.pl/repozytorium/dlibra/publication/88948/edition/79121/content]]></dc:identifier>
<dc:identifier><![CDATA[oai:zbc.uz.zgora.pl:79121]]></dc:identifier>
<dc:source xml:lang="pl"><![CDATA[AMCS, volume 26, number 1 (2016)]]></dc:source>
<dc:source xml:lang="pl"><![CDATA[https://www.amcs.uz.zgora.pl/?action=papers&issue=64]]></dc:source>
<dc:language><![CDATA[eng]]></dc:language>
<dc:relation><![CDATA[oai:zbc.uz.zgora.pl:publication:88948]]></dc:relation>
<dc:rights xml:lang="pl"><![CDATA[Biblioteka Uniwersytetu Zielonogórskiego]]></dc:rights>
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