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: email@example.com, firstname.lastname@example.org).
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.