About: Smoothing of financial data by a filter based on fuzzy transform

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In literature, we can find many different smoothing and filter types that are based, for example, on the stochastic processes, kernel regression, integral or wavelet transforms, or on the techniques of the fuzzy set theory. These filters are regularly used in statistics and image or signal processing, to smooth a data set, i.e. to create an approximating function that attempts to capture important patterns in the data, while leaving out noise or other fine-scale structures/rapid phenomena. In this paper we apply a recently suggested filter based on the fuzzy transform technique for returns of financial assets. We study the performance of this alternative technique and compare it to more standard kernel-based approach. In literature, we can find many different smoothing and filter types that are based, for example, on the stochastic processes, kernel regression, integral or wavelet transforms, or on the techniques of the fuzzy set theory. These filters are regularly used in statistics and image or signal processing, to smooth a data set, i.e. to create an approximating function that attempts to capture important patterns in the data, while leaving out noise or other fine-scale structures/rapid phenomena. In this paper we apply a recently suggested filter based on the fuzzy transform technique for returns of financial assets. We study the performance of this alternative technique and compare it to more standard kernel-based approach. (en)
Title	Smoothing of financial data by a filter based on fuzzy transform Smoothing of financial data by a filter based on fuzzy transform (en)
skos:prefLabel	Smoothing of financial data by a filter based on fuzzy transform Smoothing of financial data by a filter based on fuzzy transform (en)
skos:notation	RIV/61989100:27510/10:10225544!RIV11-GA0-27510___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(GA402/08/1237), S
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Tichý, Tomáš Holčapek, Michal
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	288028
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/10:10225544
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	fuzzy transform, fuzzy partition, Nadaraya-Watson estimator, kernel regression, noise reduction, financial returns (en)
http://linked.open.../riv/klicoveSlovo	fuzzy partition fuzzy transform kernel regression noise reduction financial returns Nadaraya-Watson estimator
http://linked.open...ontrolniKodProRIV	[6C0EDBD00A4F]
http://linked.open...v/mistoKonaniAkce	České Budějovice
http://linked.open...i/riv/mistoVydani	České Budějovice
http://linked.open...i/riv/nazevZdroje	Mathematical Methods in Economics 2010
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Application of complex Lévy processes in modeling of financial assets prices
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Holčapek, Michal Tichý, Tomáš
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open...ain/vavai/riv/wos	000287979900042
http://linked.open.../riv/zahajeniAkce	2010-09-08 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	University of South Bohemia
https://schema.org/isbn	978-80-7394-218-2
http://localhost/t...ganizacniJednotka	27510

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