ANALYSIS OF ELLIOTT WAVE THEORY ON TIME-SERIES DATA FROM FOREX

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dc.contributor.authorZhalgasbek, Ayaz
dc.date.accessioned2023-06-16T09:10:12Z
dc.date.available2023-06-16T09:10:12Z
dc.date.issued2023
dc.description.abstractThis capstone project analyzes the application of the Elliott wave theory on time-series data from the Forex market. The project uses patternbased probabilistic models to test the validity of the Elliott wave theory and to evaluate its predictive power. The results of our analysis indicate that the pattern-based probabilistic models do not completely support the Elliott wave theory. Specifically, we found that the patterns identified by the Elliott wave theory did not have statistically significant predictive power for daily exchange rates of currencies. This study encourages further research on this topic with different criteria and larger data setsen_US
dc.identifier.citationZhalgasbek, Aю (2023). Analysis of Elliott Wave theory on time-series data from Forex. School of Sciences and Humanitiesen_US
dc.identifier.urihttp://nur.nu.edu.kz/handle/123456789/7226
dc.language.isoenen_US
dc.publisherSchool of Sciences and Humanitiesen_US
dc.rightsAttribution-NonCommercial-ShareAlike 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/us/*
dc.subjectType of access: Restricteden_US
dc.subjectElliott wave theoryen_US
dc.titleANALYSIS OF ELLIOTT WAVE THEORY ON TIME-SERIES DATA FROM FOREXen_US
dc.typeMaster's thesisen_US
workflow.import.sourcescience

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