Estimating Financial Trends by Cubic B-Spline Fitting via Fisher Algorithm

Mehmet Baran, Sýtký Sönmezer and Abdülvahid Uçar ()
Additional contact information
Abdülvahid Uçar: Beykent University, Turkey

Turkish Economic Review, 2015, vol. 2, issue 1, 20-25

Abstract: Trends have a crucial role in finance such as setting investment strategies and technical analysis. Determining trend changes in an optimal way is the main aim of this study. The model of this study improves the optimality by cubic b-spline fitting to the equations to reduce the error terms. The results show that cubic b-spline fitting is more efficient compared to the first order Fisher Method and original Fisher Method. This method may be used to determine regime switches as well.

Keywords: Technical Analysis; Trends; Regime Switches; Investment Strategies. (search for similar items in EconPapers)
JEL-codes: L1 L11 M1 M2 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.kspjournals.org/index.php/TER/article/download/136/272 (application/pdf)
http://www.kspjournals.org/index.php/TER/article/view/136 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ksp:journ2:v:2:y:2015:i:1:p:20-25

Access Statistics for this article

Turkish Economic Review is currently edited by Bilal KARGI

More articles in Turkish Economic Review from KSP Journals Istanbul, Turkey.
Bibliographic data for series maintained by Bilal KARGI ( this e-mail address is bad, please contact ).