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  1. 1 Drabik E.

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ULAM'S SEQUENCE AND ITS APPLICATION ON FINANCIAL MARKETS

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Drabik E.
Przegląd Statystyczny
|
2007
|
vol. 54
|
issue 4
19-33
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.
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