Elliott Wave Principle and the Corresponding Fractional Brownian Motion in Stock Markets: Evidence From Nikkei 225 Index
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Date
2016
Authors
Journal Title
Journal ISSN
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Publisher
Pergamon-elsevier Science Ltd
Open Access Color
Green Open Access
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Abstract
This paper examines one of the vital technical analysis indicators known as the Elliott wave principle. Since these waves have a fractal nature with patterns that are not exact, we first determine the dimension of them. Our second aim is to find a linkage between Elliott wave principle and fractional Brownian motion via comparing their Hausdorff dimensions. Thirdly, we consider the Nikkei 225 index during Japan asset price bubble, which is a perfect example of an Elliott wave. (C) 2016 Elsevier Ltd. All rights reserved.
Description
Ilalan, Deniz/0000-0002-0905-2304
ORCID
Keywords
Elliott Wave, Hausdorff Dimension, Fractional Brownian Motion
Fields of Science
0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology
Citation
Ilalan, Deniz, "Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index", Chaos Solitons & Fractals, Vol. 92, pp. 137-141, (2016).
WoS Q
Q1
Scopus Q
Q1
OpenCitations Citation Count
4
Source
Chaos, Solitons & Fractals
Volume
92
Issue
Start Page
137
End Page
141
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CrossRef : 3
Scopus : 6
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25
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