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General Information
    • ISSN: 2010-3689
    • Frequency: Bimonthly (2011-2014); Monthly (Since 2015)
    • DOI: 10.18178/IJIET
    • Editor-in-Chief: Prof. Dr. Steve Thatcher
    • Executive Editor: Ms. Nancy Y. Liu
    • Abstracting/ Indexing: EI (INSPEC, IET), Electronic Journals Library, Google Scholar, Crossref and ProQuest
    • E-mail: ijiet@ejournal.net
Prof. Dr. Steve Thatcher
QUniversity, Australia
It is my honor to be the editor-in-chief of IJIET. The journal publishes good-quality papers which focous on the advanced researches in the field of information and education technology. Hopefully, IJIET will become a recognized journal among the scholars in the related fields.

IJIET 2013 Vol.3(5): 578-581 ISSN: 2010-3689
DOI: 10.7763/IJIET.2013.V3.339

An Application of a Fuzzy Smoothing Filter for FX Rates

Michal Holčapek and 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.

Index Terms—Fuzzy smoothingfilter, FX rates, volatility.

The authors are with the Department of Finance, Technical University Ostrava, 701 21 Czech Republic (e-mail: michal.holcapek@vsb.cz, tomas.tichy@vsb.cz).


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.

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