Elliott Wave Theory and neuro-fuzzy systems, in stock market prediction: The WASP system

被引：60

作者：

Atsalakis, George S. ^{[1
]}

Dimitrakakis, Emmanouil M. ^{[1
]}

Zopounidis, Constantinos D. ^{[1
]}

机构：

[1] Tech Univ Crete, Dept Prod Engn & Management, Khania 73100, Greece

来源：

EXPERT SYSTEMS WITH APPLICATIONS | 2011年 / 38卷 / 08期

关键词：

Neurofuzzy forecasting; Stock market forecasting; Price trend forecasting; Elliott waves; Technical analysis; ANFIS;

D O I：

10.1016/j.eswa.2011.01.068

中图分类号：

TP18 [人工智能理论];

学科分类号：

140502 [人工智能];

摘要：

This paper presents the WASP (Wave Analysis Stock Prediction) system, a system based on the neuro-fuzzy architecture, which utilizes aspects from the Elliott Wave Theory, presented by Ralph Nelson Elliott. This theory has been found to be extremely useful and accurate, particularly in problems of forecasting. A neuro-fuzzy logic technique has been used to forecast the trend of the stock prices and the results derived are very encouraging. (C) 2011 Elsevier Ltd. All rights reserved.

引用

页码：9196 / 9206

页数：11

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