Teoria fal Elliotta a teoria fraktali - podobieństwa i różnice w podejściu do modelowania szeregów oraz opisu zachowań inwestora

• Authors: Adrianna Mastalerz-Kodzis

Title variants

EN

Elliott Theory and Fractals - Similarities and Differences Between Modelling Financial Time Series and Descriptions of Investors Decision Making

• Languages of publication: PL

Abstracts

EN

The article presents theoretical basis and practical applications of selected quantity methods that can be used in modeling financial time series, where elements of Elliott theory and fractal geometry are included. The aim of this work is to present models to support the investor in decision making, which includes new market tendencies. The process of investing into financial markets is a dynamic process depending on frequent changes, that direction and impact is difficult to predict in the long periods of time. This work shows theoretical basis of used methods and results of carried out empirical analyses.

Keywords

PL

Fraktale

EN

Fractal

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 132
• Pages: 45-55

Contributors

author

Adrianna Mastalerz-Kodzis

References

• Benassi A., Jaffard S., Roux D.: Gaussian Processes and Pseudodifferential Elliptic Operators. "Rev. Mat. Iberoamericana" 1997, 13 (1), s. 19-89.
• Daoudi K., Lévy Véhel J., Meyer Y.: Construction of Continuous Functions with Prescribed Local Regularity. "Journal of Constructive Approximations" 1998, 014(03), s. 349-385.
• Falconer K.J.: Fractal Geometry, Mathematical Foundations and Applications. John Wiley & Sons, New York 1990.
• Frost A.J., Prechter R.R: Teoria fal Elliotta. Wydawnictwo WIG-PRESS, Warszawa 1995.
• Jaworski J.: Teoria i praktyka zarządzania finansami przedsiębiorstw. CeDeWu, Warszawa 2010.
• Lewandowski A., Michalski T.: Analiza techniczna rynku kapitałowego. Szkoła Główna Handlowa, Warszawa 2001.
• Mandelbrot B.B.: Fractals and Scaling in Finance. Discontinuity, Concentration, Risk. Springer-Verlag, New York 1997.
• Mandelbrot B.B., Van Ness J.W.: Fractional Brownian Motion, Fractional Noises and Applications. "SIAM Review" 1968, Vol. 10, No. 4, s. 422-437.
• Nowakowski J., Borowski K.: Zastosowanie teorii Carolana i Fischera na rynku kapitałowym. DIFIN, Warszawa 2005.
• Peltier R.F., Lévy Véhel J.: Multifractional Brownian Motion: Definition and Preliminary Results. INRIA Recquencourt, Rapport de recherche No. 2645, 1995.
• Surdel P.: Forex - analiza techniczna. Złote Myśli, Warszawa 2004.

Identifiers

ISSN

2083-8611