Forecast of stock market based on nonharmonic analysis used on NASDAQ since 1985
Although research involving economic time series forecasting based on virtual market models is frequently conducted, long-term forecasting is difficult due to many factors that affect actual markets. However, as exemplified by the business cycle and Elliot Wave theories in economics, it is assumed that fluctuations in economic time series forecasting have various periodicities, ranging from short-term to long-term. Accordingly, we used a new high-resolution frequency analysis (Non-Harmonic Analysis (NHA)) method, which we have recently developed, to conduct analysis of the periodicity of economic time series forecasting. We also attempted a long-term economic time series forecast by combining multiple periodic signals. In the verification experiment, we analysed the National Association of Securities Dealers Automated Quotations (NASDAQ) closing price data for a time period of approximately 20 years using nonharmonic analysis with an analysis window of the previous 2 years, and forecasted price fluctuations for the following 2 years.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 22 (2012)
Issue (Month): 3 (February)
|Contact details of provider:|| Web page: http://www.tandfonline.com/RAFE20|
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/RAFE20|
When requesting a correction, please mention this item's handle: RePEc:taf:apfiec:v:22:y:2012:i:3:p:197-208. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.