Forecasting in the FOREX market with interval time series using a Bayesian approach

MATÉ, Carlos and Andrea VAŠEKOVÁ. Forecasting in the FOREX market with interval time series using a Bayesian approach. In 22nd Forecasting Financial Markets Conference 2015 - FFM2015. Rennes, France, 2015.

Basic information

Original name

Forecasting in the FOREX market with interval time series using a Bayesian approach

Authors

MATÉ, Carlos and Andrea VAŠEKOVÁ

Edition

Rennes, France, 22nd Forecasting Financial Markets Conference 2015 - FFM2015, 2015

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Other information

Language

English

Type of outcome

Stať ve sborníku

Field of Study

10201 Computer sciences, information science, bioinformatics

Country of publisher

France

Confidentiality degree

není předmětem státního či obchodního tajemství

Organization unit

Faculty of Informatics

Keywords in English

Bayesian methods, exchange rates forecasting, interval forecasting, interval valued-data, interval multilayer perceptron (iMLP), neural networks, symbolic data analysis