doi: 10.7763/IJIET.2013.V3.339
An Application of a Fuzzy Smoothing Filter for FX Rates
Michal Holčapek
,
Tomáš Tichý
Abstract
Data smoothing is an important step within a data processing procedure that allows one to stress the most important pattern of a function relation between a studied object and given variables. Recently, Holčapek and Tichý (2011) suggested a smoothing filter based on fuzzy transform approach of Perfilieva (2004) and compared it to Nadaraya-Watson estimator. In this contribution, we provide some results on smoothing of FX rates.
Keywords
- Fuzzy smoothingfilter
- FX rates
- volatility
How to Cite
Michal Holčapek and Tomáš Tichý, "An Application of a Fuzzy Smoothing Filter for FX Rates," International Journal of Information and Education Technology, vol. 3, no. 5, pp. 578-581, 2013. https://doi.org/10.7763/IJIET.2013.V3.339
Copyright & License
Copyright © 2013 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).