Fuzzy logic approach to identification and forecasting of financial time series using elliott wave theory
Andriy Matviychuk. Kyiv National Economic University
- Fuzzy Economic Review: Volume XI, Number 2. November 2006
- DOI: 10.25102/fer.2006.02.04
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.
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