Exchange Rate Forecasting Using Entropy Optimized Multivariate Wavelet Denoising Model

<table class="table-group" id="tab3"><tr><td><table class="table"><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr class="thead"><td align="left">   Statistics </td><td align="center"><span style="width: 16.862499px;"><svg height="12.175" id="M71" style="vertical-align:-3.13504pt" version="1.1" viewbox="0 0 16.862499 12.175" width="16.862499" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg></span></td><td align="center"><span style="width: 16.862499px;"><svg height="12.175" id="M73" style="vertical-align:-3.25793pt" version="1.1" viewbox="0 0 16.862499 12.175" width="16.862499" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg></span></td></tr><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr><td align="left">  Minimum </td><td align="center"> −0.6171 </td><td align="center"> −0.4471 </td><td align="center"> 0.3941 </td></tr><tr><td align="left"> Maximum </td><td align="center"> 0.9417 </td><td align="center"> 0.8911 </td><td align="center"> 0.7987 </td></tr><tr><td align="left"> Mean </td><td align="center"> −0.0175 </td><td align="center"> 0.3139 </td><td align="center"> 0.6762 </td></tr><tr><td align="left"> Standard deviation </td><td align="center"> 0.5574 </td><td align="center"> 0.4575 </td><td align="center"> 0.0972 </td></tr><tr><td align="left"> Kurtosis </td><td align="center"> 1.7873 </td><td align="center"> 1.6746 </td><td align="center"> 3.0009 </td></tr><tr><td align="left"> Skewness </td><td align="center"> 0.5717 </td><td align="center"> −0.2462 </td><td align="center"> −0.9368 </td></tr><tr><td align="left"><span style="width: 21.737499px;"><svg height="15.8625" id="M74" style="vertical-align:-3.25792pt" version="1.1" viewbox="0 0 21.737499 15.8625" width="21.737499" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg></span></td><td align="center"> 0.0019 </td><td align="center"> 0.001 </td><td align="center"> 0.0011 </td></tr><tr class="table-tr"><td colspan="4"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Descriptive statistics of cross correlations.

Mathematical Problems in Engineering

tab3

Table 3

Table 3: Exchange Rate Forecasting Using Entropy Optimized Multivariate Wavelet Denoising Model 