Technical analysis and nonlinear dynamics.
Date
2008
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Centro de Investigação em Gestão e Economia da Universidade Portucalense.
Language
English
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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.
Keywords
Technical analysis
Document Type
Journal article
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Citation
Soares, V. S. (2008). Technical analysis and nonlinear dynamics. Documentos de trabalho = Working papers, Nº 5.
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Open Access