Multi-classifier based on Elliott wave's recognition

被引：22
|
作者：
Volna, Eva [1 ]
Kotyrba, Martin [1 ]
Jarusek, Robert [1 ]
机构：
[1] Univ Ostrava, Dept Informat & Comp, CZ-70103 Ostrava, Czech Republic
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2013年 / 66卷 / 02期
关键词：
Pattern recognition; Elliott wave; Backpropagation; Prediction;
D O I：
10.1016/j.camwa.2013.01.012
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This article deals with prediction by means of Elliott wave recognition. Our goal is to find and recognize important Elliott wave patterns which repeatedly appear in the market history for the purpose of prediction of subsequent trader's action. The pattern recognition approach is based on neural networks. We focus on reliability of Elliott wave pattern recognition made by the developed algorithms which also causes the reduction of the calculation costs. (c) 2013 Elsevier Ltd. All rights reserved.
引用
收藏
页码：213 / 225
页数：13
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