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Title: Technical analysis and nonlinear dynamics.
Authors: Soares, Vasco Salazar
Keywords: Technical analysis
Issue Date: 2008
Publisher: Centro de Investigação em Gestão e Economia da Universidade Portucalense.
Citation: Soares, V. S. (2008). Technical analysis and nonlinear dynamics. Documentos de trabalho = Working papers, Nº 5.
Series/Report no.: 5
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.
Appears in Collections:REMIT - Artigos em Revistas Nacionais / Papers in National Journals

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