PL EN


2007 | 54 | 4 | 19-33
Article title

ULAM'S SEQUENCE AND ITS APPLICATION ON FINANCIAL MARKETS

Authors
Title variants
Languages of publication
PL
Abstracts
EN
The aim of this paper is to modify and to present one of technical analysis instruments that can be used for description of stock value diagrams as well as for forecasting the future asset prices- it is the so called Elliott Waves Theory. In classical version this theory is based on the Fibonacci sequence. Modification of Fibonacci sequence was introduced in the fifties of the 20th C. by American mathematician Stanislaw Marcin Ulam who was born in Poland and consists in introducing random elements. In this paper it was checked how the modification of Fibonacci sequence introduced by Ulam influenced the practical analysis of waves created by time series which are composed of asset prices at Warsaw Stock Exchange.
Year
Volume
54
Issue
4
Pages
19-33
Physical description
Document type
ARTICLE
Contributors
  • E. Drabik, Szkola Glowna Gospodarstwa Wiejskiego, Katedra Ekonometrii i Statystyki, ul. Nowoursynowska 166, 02-787 Warszawa, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
08PLAAAA03697442
YADDA identifier
bwmeta1.element.391a5ab5-9d48-35e9-88ce-5390ff5273c2
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