IDEAS home Printed from https://ideas.repec.org/p/ris/cigewp/2008_005.html
   My bibliography  Save this paper

Technical Analysis and Nonlinear Dynamics

Author

Listed:

Abstract

In this paper we develop one simple nonlinear model of time series generation that can reproduce some technical behaviours like Elliot Waves and lateral trends. Our model can forecast some technical movements as a consequence of “motion driver” at some time moments. Changing the “amplitude” of emotion stated in the “motion driver” parameter can alter technical figures. Our model is important because, to our knowledge, is the first model that can explain why there are Elliot Waves with Fibonacci ratios precisely. However, future research and development is needed since our model is only the first step.

Suggested Citation

  • Salazar Soares, Vasco, 2008. "Technical Analysis and Nonlinear Dynamics," Working Papers 5/2008, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  • Handle: RePEc:ris:cigewp:2008_005
    as

    Download full text from publisher

    File URL: http://wwwa.uportu.pt/siaa/Investigacao/WP_5_2008.pdf
    File Function: Full text
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Technical Analysis; Nonlinear models; Elliot Waves; Fibonacci ratios;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:cigewp:2008_005. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Luis Pacheco (email available below). General contact details of provider: https://edirc.repec.org/data/ciupopt.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.