Jakość prognozowania cen w zależności od wykładnika Hursta przy wykorzystaniu danych wysokiej częstotliwości z rynku walutowego

• Authors: Szóstakowski Robert

Title variants

The use of the Hurst exponent to investigate the quality of forecasting methods of ultra-high-frequency data of exchange rates

• Languages of publication: PL

Keywords

dane wysokich częstotliwości; prognozowanie; uczenie maszynowe; metody statystyczne; mikrostruktura rynku; wykładnik Hursta

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2018
• Volume: 65
• Issue: 2
• Pages: 200-223

Contributors

author

Szóstakowski Robert

• Poznań University of Economics, Faculty of Applied Mathematics

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Notes

DOI: 10.5604/01.3001.0014.0536