FUZZY LOGIC APPROACH TO IDENTIFICATION AND FORECASTING OF FINANCIAL TIME SERIES USING ELLIOTT WAVE THEORY

Andriy Matviychuk
Additional contact information
Andriy Matviychuk: Kyiv National Economic University

Fuzzy Economic Review, 2006, vol. XI, issue 2, 51-68

Abstract: There are developed the approach and the model of identification and forecasting of financial indexes using methods of fuzzy logic theory taking into account a number of specific rules of price curve development from Elliott wave theory. The carried out analysis of forecasting results on real data con-firms the reliability and high effective-ness of the developed approach.

Keywords: Fuzzy logic; financial time series; identification; forecasting; Elliott wave theory; membership function (search for similar items in EconPapers)
JEL-codes: G17 (search for similar items in EconPapers)
Date: 2006
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:fzy:fuzeco:v:xi:y:2006:i:2:p:51-68

Access Statistics for this article

More articles in Fuzzy Economic Review from International Association for Fuzzy-set Management and Economy (SIGEF) Contact information at EDIRC.
Bibliographic data for series maintained by Aurelio Fernandez ( this e-mail address is bad, please contact ).