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

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.

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Year of publication:	2006
Authors:	Matviychuk, Andriy
Published in:	Fuzzy Economic Review. - International Association for Fuzzy-Set Management and Economy - SIGEF, ISSN 1136-0593. - Vol. XI.2006, 2, p. 51-68
Publisher:	International Association for Fuzzy-Set Management and Economy - SIGEF
Subject:	Fuzzy logic \| financial time series \| identification \| forecasting \| Elliott wave theory \| membership function

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Type of publication:	Article
Classification:	G17 - Financial Forecasting
Source:	RePEc - Research Papers in Economics

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