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Fuzzy Logic Approach To Identification And Forecasting Of Financial Time Series Using Elliott Wave Theory

Author

Listed:
  • Andriy Matviychuk

    (Kyiv National Economic University)

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.

Suggested Citation

  • Andriy Matviychuk, 2006. "Fuzzy Logic Approach To Identification And Forecasting Of Financial Time Series Using Elliott Wave Theory," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 51-68, November.
    • Handle: RePEc:fzy:fuzeco:v:xi:y:2006:i:2:p:51-68
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    Cited by:

    1. Valeriy Kozytskyy & Marianna Oliskevych & Galyna Beregova & Nelya Pabyrivska, 2023. "Output and Energy Prices Fluctuations in Response to Market Shocks: System Dynamic Modeling," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 462-466, March.

    More about this item

    Keywords

    Fuzzy logic; financial time series; identification; forecasting; Elliott wave theory; membership function;
    All these keywords.

    JEL classification:

    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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