Relevant bibliographies by topics / Elliot’s waves

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Elliot’s waves'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 February 2022

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Journal articles on the topic "Elliot’s waves"

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Sang, Yufeng. "The Compatibility between Fibonacci Sequence and Elliott Impulse Wave in the Context of A-share Market." Finance and Market 6, no. 1 (2021): 66. http://dx.doi.org/10.18686/fm.v6i1.3266.

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The connections between Fibonacci sequence and Elliott impulse wave that Ralph Elliot has proposed in Elliott Wave Principle are not valid all the time owing to the type and variability of the stock market. It is a probabilistic event which can reflect the compatibility between Fibonacci sequence and Elliott impulse wave. In order to explore the compatibility between Fibonacci sequence and basic-form Elliott impulse wave in the context of Chinese A-share market, a research via analyzing the historical trend of 50 core assets’ individual stocks was conducted in Chinese A-share market. The study reveals that Fibonacci sequence does not highly fit basic-form Elliott impulse wave in the context of Chinese A-share market. Suggestions for investors are diversifying the investment strategy to enhance risk controllability, rather than using Elliott Wave Principle singly.
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Donelan, Mark A., Alexander V. Babanin, Ian R. Young, Michael L. Banner, and Cyril McCormick. "Wave-Follower Field Measurements of the Wind-Input Spectral Function. Part I: Measurements and Calibrations." Journal of Atmospheric and Oceanic Technology 22, no. 7 (2005): 799–813. http://dx.doi.org/10.1175/jtech1725.1.

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Abstract An experimental study of wind energy and momentum input into finite-depth wind waves was undertaken at Lake George, New South Wales, Australia. To measure microscale oscillations of induced pressure above surface waves, a high-precision wave-follower system was developed at the University of Miami, Florida. The principal sensing hardware included Elliott pressure probes, hot-film anemometers, and Pitot tubes. The wave-follower recordings were supplemented by a complete set of relevant measurements in the atmospheric boundary layer, on the surface, and in the water body. This paper is dedicated to technical aspects of the measurement procedure and data analysis. The precision of the feedback wave-following mechanism did not impose any restrictions on the measurement accuracy in the range of wave heights and frequencies relevant to the problem. Thorough calibrations of the pressure transducers and moving Elliott probes were conducted. It is shown that the response of the air column in the connecting tubes provides a frequency-dependent phase shift, which must be accounted for to recover the low-level induced pressure signal. In the finite-depth environment of Lake George, breaking waves play an important role in the momentum exchange between wind and waves, as will be shown in a subsequent paper.
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D’Angelo, Eugenio, and Giulio Grimaldi. "The Effectiveness of the Elliott Waves Theory to Forecast Financial Markets: Evidence from the Currency Market." International Business Research 10, no. 6 (2017): 1. http://dx.doi.org/10.5539/ibr.v10n6p1.

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The purpose of this paper is to investigate the capability of a technical analysis to be used as a valuable tool in forecasting financial markets. After discussing the primary theoretical and methodological differences that oppose the fundamental analysis and technical analysis and introducing the Elliott waves theory, the paper focuses on the results obtained after applying this method to the currency market. The results show that during the period from 2009-2015, the exchange rate between the U.S. dollar and euro could be forecasted with great accuracy. A potential future pattern is also proposed for the exchange rate beginning in March 2017. The research confirmed the usefulness of Elliott’s model for predicting currency markets, and the effectiveness of the fundamental analysis theories generally adopted for academic studies was evaluated.
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Vantuch, Tomas, Ivan Zelinka, and Pandian Vasant. "An algorithm for Elliott Waves pattern detection." Intelligent Decision Technologies 12, no. 1 (2018): 15–24. http://dx.doi.org/10.3233/idt-170319.

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Webster, P. M., R. P. Sawatzky, V. Hoffstein, R. Leblanc, M. J. Hinchey, and P. A. Sullivan. "Wall motion in expiratory flow limitation: choke and flutter." Journal of Applied Physiology 59, no. 4 (1985): 1304–12. http://dx.doi.org/10.1152/jappl.1985.59.4.1304.

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Limitation of expiratory airflow from mammalian airways is currently understood to be due to choking at wave speed (S. V. Dawson and E. A. Elliott. J. Appl. Physiol. 43: 498–515, 1977). A critical weakness of the theory is the lack of a mechanism for the dissipation of energy when effort exceeds that needed for maximal flow. We have observed substantial wall motion with flow limitation in a physical model of a trachea. Therefore we have examined a simple two-dimensional mathematical model, designed to approximate the behavior of the physical model of the trachea, to try to identify a relationship between flow limitation and wall oscillation. The model matches wave-speed predictions when only long waves are considered. The model predicts that aerodynamic flutter will occur in the zone of supercritical flow described in wave-speed theory. Aerodynamic flutter in the zone of supercritical flow provides a potential mechanism for the energy dissipation necessary for transition from supercritical to subcritical flow and explains the high-frequency pure tone heard with flow limitation.
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Volna, Eva, Martin Kotyrba, and Robert Jarusek. "Multi-classifier based on Elliott wave’s recognition." Computers & Mathematics with Applications 66, no. 2 (2013): 213–25. http://dx.doi.org/10.1016/j.camwa.2013.01.012.

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Volná, Eva, Martin Kotyrba, Zuzana Komínková Oplatková, and Roman Senkerik. "Elliott waves classification by means of neural and pseudo neural networks." Soft Computing 22, no. 6 (2016): 1803–13. http://dx.doi.org/10.1007/s00500-016-2097-y.

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Casti, John L. "The waves of life: The Elliott wave principle and the patterns of everyday events." Complexity 7, no. 6 (2002): 12–17. http://dx.doi.org/10.1002/cplx.10051.

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James, D. Geraint. "John Coakley Lettsom's Welsh Connections." Journal of Medical Biography 11, no. 3 (2003): 167–69. http://dx.doi.org/10.1177/096777200301100312.

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John Coakley Lettsom (1744–1815), the Quaker physician, lived and worked in London but two of his daughters married brothers of the Elliot family, from Carmarthenshire. His wife was a member of the Miers family, who also had connections with Wales. This paper traces these connections.
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Ushanov, P. V. "ADAPTATION TO CHANGES IN CONDITIONS CHANGE LIFE-CYCLE PHASES СORPORATION". Strategic decisions and risk management, № 4 (2 листопада 2014): 78–84. http://dx.doi.org/10.17747/2078-8886-2011-4-78-84.

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The concept of life cycle and corporations K.Adizes studied through the prism of Elliott Wave Theory and the theory of meridians. The features of the phases, the premise of constructive and destructive transition from one life cycle phase to another. Proposed clarifying the concept of the life cycle of the corporation, consisting of 10 phases.
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Dissertations / Theses on the topic "Elliot’s waves"

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Malý, Petr. "Návrh automatického obchodního systému s využitím fraktální geometrie." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224844.

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This thesis deals with an analysis and prediction of foreign exchange markets. The thesis is based on the fractal market hypothesis and it uses tools based on fractal geometry for prediction of markets. The thesis also describes ways of using advanced methods of artificial intelligence for analyzing markets. The outcome is designed and implemented automatic trading system. The thesis also deals with testing of designed system on historical data and on the latest data as well.
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Hayashi, André Daniel. "Aplicação dos fractais ao mercado de capitais utilizando-se as Elliott Waves." Florianópolis, SC, 2002. http://repositorio.ufsc.br/xmlui/handle/123456789/82416.

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Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro Tecnológico. Programa de Pós-Graduação em Engenharia de Produção.<br>Made available in DSpace on 2012-10-19T14:51:44Z (GMT). No. of bitstreams: 0Bitstream added on 2015-02-04T21:06:48Z : No. of bitstreams: 1 192525.pdf: 814978 bytes, checksum: 249b1b1a0c16ca6e0a76859854f0dc90 (MD5)<br>Esta pesquisa apresenta o método Elliott Waves de previsão dos próximos movimentos de preços no mercado financeiro sob o enfoque da teoria do caos e da complexidade, novas áreas da ciência que procuram entender o que a física newtoniana ainda não conseguiu explicar: o comportamento dos sistemas complexos. A possibilidade de conexão entre os mercados de capitais e as teorias do caos e da complexidade foi motivada pela descoberta do comportamento fractal das séries temporais de preços por Benoit Mandelbrot (1997) e pelos registros de repetições quase perfeitas de padrões fractais nos gráficos históricos de ações e mercadorias referentes à bolsa de valores Nova York e à bolsa de mercadorias de Chicago, feitos por Ralph Nelson Elliott e relatados por Robert Prechter (2000) e Glenn Neely (1990). Como alternativa à tradicional Hipótese dos Mercados Eficientes (HME), que está para a Economia assim como a mecânica de Newton está para a Física, a modelagem matemática através dos fractais produz resultados que acompanham as mudanças reais nos preços de uma maneira mais precisa e explicam o comportamento do mercado nos momentos de maior volatilidade. Enquanto os fractais Elliott baseiam-se em dados históricos para se prever acontecimentos futuros, a HME tem como uma de suas premissas a inexistência de memória nos mercados, ou seja, os preços variam aleatoriamente (distribuição de Gauss) e unicamente em função dos novos eventos econômicos, já que os eventos passados já foram totalmente assimilados pelo mercado e descontados nos preços atuais. A HME não corresponde à realidade dos mercados financeiros, o que foi comprovado por esta dissertação.
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CALAÇA, Raul Wonsjuk. "Detecção Automática de Ondas de Elliott em Mercado Acionário." Universidade Federal de Goiás, 2008. http://repositorio.bc.ufg.br/tede/handle/tde/962.

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Made available in DSpace on 2014-07-29T15:08:15Z (GMT). No. of bitstreams: 1 dissertacaoRaulWCalaca.pdf: 389248 bytes, checksum: cb60b52936f41e68078c960a1cf097e6 (MD5) Previous issue date: 2008-08-06<br>The Elliott Wave analysis is a technique developed for the prediction of prices of financial assets (stocks, exchange rates etc.). This work introduces the basic concepts of the financial market, focusing mainly on the Elliott Wave principle, which differs from other techniques for providing direction and intensity of changes in shares / stocks prices in the financial market. The Elliott Wave detection usually employs manual methods, since automated systems present high costs and are apparently based on trial and error method associated with Statistics. Manual methods assess, following some rules, the waves prospected by trial and error, and requires specialized training and experience. To automatically detect the waves of Elliott, this work suggests, develops and tests a computational system based on Genetic Algorithms, an Artificial Intelligence technique inspired on Biology. Genetic Algorithms are used to evolve answers to problems by assessing candidates, which are coded as chromosomes. Tests of the system were performed based on BM&FBOVESPA stocks with high daily liquidity. Simulations have indicated that the detected waves are satisfactory, with error rate below 3% in each inflection point.<br>A análise das Ondas de Elliott é uma técnica desenvolvida para a previsão dos preços de ativos financeiros (ações, taxas de câmbios etc). O presente trabalho introduz conceitos básicos do mercado financeiro, focando principalmente nas Ondas de Elliott que diverge das outras técnicas por prever direção e intensidade da mudança do valor de ações/papéis no mercado financeiro. A detecção das Ondas de Elliott usa geralmente metodologia manual, visto que os sistemas automáticos possuem custos elevados e são aparentemente baseados em métodos de tentativa e erro associados à Estatística. O método manual avalia, seguindo algumas regras, as ondas prospectadas por tentativa e erro, exigindo treinamento especializado e experiência. Para detectar automaticamente as Ondas de Elliott no mercado financeiro, este trabalho propõe, desenvolve e testa um sistema computacional baseado em Algoritmos Genéticos, uma técnica de Inteligência Artificial baseada na seleção natural da Biologia. Algoritmos Genéticos são utilizados para evoluir respostas a problemas que permitem avaliar candidatos a soluções, codificados como cromossomos. Os testes do sistema foram realizados com base nos dados de ações pertencentes à Bolsa de Bolsa de Valores, Mercadorias e Futuros (BM&FBOVESPA) e possuidoras de alta liquidez diária. As simulações indicaram que as ondas detectadas pelo sistema foram satisfatórias, possuindo índice de erro abaixo de 3% por ponto de inflexão.
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Medeiros, Augusto Santana Veras de. "Análise técnica: um estudo empírico à luz das finanças comportamentais." Universidade Federal da Paraí­ba, 2009. http://tede.biblioteca.ufpb.br:8080/handle/tede/4986.

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Made available in DSpace on 2015-05-08T14:44:47Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1401888 bytes, checksum: b42ad9ebc33bc9b9e8aa504e4476c14e (MD5) Previous issue date: 2009-04-30<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>This work deepens the discussion in the Technical Analysis field, aligning it premises to the theoretical framework of Behavioral Finance. In this purpose, this paper aimed to make, for the period between the years of 2007 and 2008, an empirical study of the brazilian stock market in the light of Technical Analysis and Behavioral Finance, as well as verifying the performance of technical index as auxiliary instrument for the decision taking. This way, the work is divided in two parts. In the first part, adopting the complementarity hypothesis of behavioral-technique approach in the process of analysis and taking of decision in the stock market, is aimed to establish a relation between Technical Analysis (Dow Theory and Elliott Waves Theory) and Behavioral Finance assumptions in the interpretation of the subprime crisis in the Brazilian stock market, through a documentary research with referring information of the years 2007 and 2008, crisis development period. The results had evidenced the utility of these theories, not only for the analysis of the subprime crisis consequences, as, also, for the examination of financial market agent s behavior in a historical perspective of larger reach. In the second part, adopting the hypothesis that the technical index are capable to assist the investors in the process of decision taking, had been refined the performances of the Exponential Moving Average, Moving Average Convergence/Divergence, Relative Force Index, Stochastic and Directional System, using as base, Brazilian s stock market data referring to the year of 2007. The research results demonstrated that the Assertiveness (A) of the purchase signals is superior to the Assertiveness (A) of the sales signals the results had demonstrated as well, the uselessness of Directional System (DS) as beeper of the market s predominant trend.<br>Este trabalho aprofunda a discussão no campo de estudos da Análise Técnica, alinhando suas premissas ao arcabouço teórico das Finanças Comportamentais. Neste intuito buscou-se realizar, para o período compreendido entre os anos de 2007 e 2008, um estudo empírico do mercado brasileiro de ações à luz da Análise Técnica e das Finanças Comportamentais, bem como verificar o desempenho de indicadores técnicos como instrumento auxiliar para a tomada de decisão. Desta forma, o trabalho encontra-se dividido em duas partes. Na primeira parte, adotando a hipótese de complementaridade das abordagens técnica-comportamental no processo de análise e tomada de decisão no mercado de ações, busca-se estabelecer uma relação entre os pressupostos da Análise Técnica (Teoria Dow e Teoria da Ondas de Elliott) e das Finanças Comportamentais na interpretação da crise subprime no mercado de ações brasileiro, através de uma pesquisa documental com informações referentes aos anos de 2007 e 2008, período de desenvolvimento da crise. Os resultados evidenciaram a utilidade destas teorias, não só para a análise dos reflexos da crise subprime, como, também, para o exame do comportamento dos agentes do mercado financeiro numa perspectiva histórica de maior alcance. Na segunda parte, adotando a hipótese de que os indicadores técnicos são capazes de auxiliar os investidores no processo de tomada de decisão, foram apurados os desempenhos dos indicadores Média Móvel Exponencial, Convergência/Divergência da Média Móvel, Índice de Força Relativa, Estocástico e Sistema Direcional, tomando como base dados do mercado de ações brasileiro referentes ao ano de 2007. Os resultados encontrados demonstraram que a Assertividade (A) dos sinais de compra é superior à Assertividade (A) dos sinais de venda, bem como apontaram a inutilidade do Sistema Direcional (SD) enquanto sinalizador da tendência predominante do mercado.
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Volný, Miloš. "Využití umělé inteligence jako podpory pro rozhodování v podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2019. http://www.nusl.cz/ntk/nusl-399447.

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This thesis is concerned with future trend prediction on capital markets on the basis of neural networks. Usage of convolutional and recurrent neural networks, Elliott wave theory and scalograms for capital market's future trend prediction is discussed. The aim of this thesis is to propose a novel approach to future trend prediction based on Elliott's wave theory. The proposed approach will be based on the principle of classification of chosen patterns from Elliott's theory by the way of convolutional neural network. To this end scalograms of the chosen Elliott patterns will be created through application of continuous wavelet transform on parts of historical time series of price for chosen stocks.
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Loukotková, Veronika. "Aplikace teorie chaosu na Elliottovy vlny." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2012. http://www.nusl.cz/ntk/nusl-232670.

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This diploma thesis compares chaos theory with Elliott wave theory in order to find out whether there is an agreement in the area of prediction. Such formulation of main problem is considered original, new and pioneering issue. By solving an indirect problem of deterministic chaos, existence of the chaos was not proved in a respective time series. The possibility to predict future development of this time series in a short-term period was considered impossible with respect of chaos theory results. Nevertheless, subsequent prediction that used Elliott wave theory showed to be precise. Finally, agreement of both theories was not confirmed. The diploma thesis proved that knowledge of Elliott wave theory and ability to interpret it correctly is a valuable means of prediction.
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Belmont, Daniele Ferreira de Sousa. "Teoria das ondas de elliott: uma aplicação ao mercado de ações da bm&fbovespa." Universidade Federal da Paraí­ba, 2010. http://tede.biblioteca.ufpb.br:8080/handle/tede/5048.

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Made available in DSpace on 2015-05-08T14:45:04Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1848162 bytes, checksum: 8d8c6d6ea96038f73be05f042425a488 (MD5) Previous issue date: 2010-09-17<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>The prices of securities traded on stock exchanges, as well as any other commodity in the financial market fluctuate naturally with the demand for these products. These oscillations, along with the asymmetry of information about the prices of these products generate volatility processes. Charles Dow in the early twentieth century created sector indexes, in which papers met the same area of activity, according to him, several indicators point to the same direction would be a sign that this really would be a tendency to drive the market, thus characterizing the Dow Theory. Ralph Nelson Elliott (1871-1948) studied the average prices of the Dow Jones Industrial and realized repetitions in the market changes, their observations were summarized in what became known as "The Wave Principle." Elliott developed his theory based on so-called Fibonacci sequence, discovered by Leonardo Pizza (Fibonacci) around 1200. In addition to the Dow Theory and the Theory of waves in this work was done using the Theory of Rationality of the agents as a complementary way to explain the decision process of investors, as happens in situations of uncertainty. A rational decision involves selecting the choice which has the largest expected return for a given level of risk.<br>Os preços dos ativos negociados em bolsas de valores, assim como qualquer outro tipo de commodity do mercado financeiro, oscilam naturalmente com a procura por esses produtos. Essas oscilações, juntamente com a assimetria das informações acerca dos preços desses produtos geram processos de volatilidade. Charles Dow, no início do século XX criou índices setoriais, nos quais reunia papéis da mesma área de atividade, segundo ele, se vários índices apontassem para a mesma direção seria um sinal de que realmente essa seria uma tendência de movimentação do mercado, caracterizando assim a Teoria de Dow. Ralph Nelson Elliott (1871-1948) estudou as cotações médias dos índices Dow Jones Industrial e percebeu repetições nas alterações do mercado, suas observações foram resumidas no que ficou conhecido como O Princípio da Onda . Elliott desenvolveu a sua teoria com base na denominada Sequência de Fibonacci, descoberta por Leonardo de Pizza (Fibonacci) por volta de 1200. Além da Teoria de Dow e da Teoria das Ondas, nesse trabalho, fez-se uso da Teoria da Racionalidade dos agentes como uma forma complementar para se explicar o processo de decisão dos investidores, dado que acontecem em situações de incerteza. Uma decisão racional implica em selecionar a escolha que apresente o maior retorno esperado para um dado nível de risco.
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Balog, Miroslav. "Predikce vývoje pohybu kurzu na forexu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-225121.

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The thesis deals with the possibility of prediction of the exchange rate on forex. The combination of Elliott wave principle and Fibonacci numbers examines to what extent and in what time periods it is possible to predict exchange rate. The thesis use fundamental analysis and MACD oscillator to confirm the accuracy of this prediction.
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Polaková, Soňa. "Aplikace neuronových sítí a Elliotových vln na vybraný vzorek akcií." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-17053.

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Using modern methods of share quotations forecasting is the main goal of this thesis. The special accent is placed on forecasting the trend by means of artificial neural network especially on the optimalization of variables in the training process. Elliot's wave theory is applied in the second part of the thesis, particularly on prediction of future share quotation progress. Buying or selling signal generated by these two methods is consequently compared with ex-post signal yielding a profit. Lastly, successfulness of using these methods for forecasting at stock market is evaluated.
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Martinský, Ondrej. "Inteligentní systém pro generování a analýzu obchodních doporučení na finančních trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2009. http://www.nusl.cz/ntk/nusl-412812.

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This master thesis deals with the price prediction on financial markets. It describes automated trading systems based on technical analysis and discusses a soft computing approach to construction of such systems. Also, this thesis combines conventional trading strategies with the fuzzy logic. The practical part of this thesis contains also a framework for composing, simulation and analysis of the automated trading strategies. The simulator contained in this framework is implemented in the Java language and based on DEVS formalism. Because of this, there is a possibility to embed real-time components into the trading model. This work contains also a database of historical financial data and tools for their automatic actualization.
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Books on the topic "Elliot’s waves"

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Copsey, Ian. Harmonic Elliott Wave: The case for modification of R. N. Elliott's impulsive wave structure. John Wiley & Sons (Asia) Pte. Ltd., 2011.

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Droke, Clif. Elliott Wave simplified: Making stock market profits with R.N. Elliott's simple theory. Marketplace, 2000.

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Copsey, Ian, ed. Harmonic Elliott Wave. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119199359.

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Heussinger, Werner H. Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 1997. http://dx.doi.org/10.1007/978-3-663-09924-6.

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Heussinger, Werner H. Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96566-0.

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Eric, Hall, Elliot R. N. 1871-1948, and Elliot Wave Institute, eds. Mastering Elliot wave. 2nd ed. Published by Windsor Books for the Elliot Wave Institute, 1990.

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Brown, Constance. Mastering Elliott Wave Principle. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118531655.

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Neely, Glenn. Mastering Elliott wave: Version 2.0. Published by Windsor Books for the Elliot Wave Institute, 1990.

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Mastering elliott wave principle: Elementary concepts, wave patterns, and practice exercises. Wiley, 2012.

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Gorman, Wayne, and Jeffrey Kennedy, eds. Visual Guide to: Elliott Wave Trading. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118479506.

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Book chapters on the topic "Elliot’s waves"

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Heussinger, Werner H. "Einführung." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 1997. http://dx.doi.org/10.1007/978-3-663-09924-6_1.

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Heussinger, Werner H. "Impulsbewegungen." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 1997. http://dx.doi.org/10.1007/978-3-663-09924-6_2.

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Heussinger, Werner H. "Korrekturbewegungen." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 1997. http://dx.doi.org/10.1007/978-3-663-09924-6_3.

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Heussinger, Werner H. "Elliott Wave Analyse in der Anwendung." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 1997. http://dx.doi.org/10.1007/978-3-663-09924-6_4.

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Heussinger, Werner H. "Einführung." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96566-0_1.

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Heussinger, Werner H. "Impulsbewegungen." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96566-0_2.

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Heussinger, Werner H. "Korrekturbewegungen." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96566-0_3.

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Heussinger, Werner H. "Elliott Wave Analyse in der Anwendung." In Elliott-Wave-Finanzmarktanalyse. Gabler Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96566-0_4.

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Volna, Eva, Martin Kotyrba, and Robert Jarušek. "Prediction by Means of Elliott Waves Recognition." In Advances in Intelligent Systems and Computing. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-33227-2_25.

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Tirea, Monica, Ioan Tandau, and Viorel Negru. "Stock Market Multi-Agent Recommendation System Based on the Elliott Wave Principle." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-32498-7_25.

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Conference papers on the topic "Elliot’s waves"

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Kotyrba, Martin, Eva Volna, Michal Janosek, Hashim Habiballa, and David Brazina. "Methodology For Elliott Waves Pattern Recognition." In 27th Conference on Modelling and Simulation. ECMS, 2013. http://dx.doi.org/10.7148/2013-0349.

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Kortyrba, Martin, Eva Volna, David Brazina, and Robert Jarusek. "Elliott Waves Recognition Via Neural Networks." In 26th Conference on Modelling and Simulation. ECMS, 2012. http://dx.doi.org/10.7148/2012-0361-0366.

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Vantuch, Tomas, Ivan Zelinka, and Pandian Vasant. "Market Prices Trend Forecasting Supported By Elliott Wave’s Theory." In First EAI International Conference on Computer Science and Engineering. EAI, 2017. http://dx.doi.org/10.4108/eai.27-2-2017.152341.

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Wang, Zhong, Wen-Gang Che, Yuan Xiao, and Chi-Chang Yang. "Research of the Elliott Wave Theory Applications Based on CBR." In 2013 Third International Conference on Intelligent System Design and Engineering Applications (ISDEA). IEEE, 2013. http://dx.doi.org/10.1109/isdea.2012.268.

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Kalaiarasan, R., K. S. Vishvaksenan, and R. Kalidoss. "Performance analysis of Elliot Wave Theory in wireless communication." In 2016 International Conference on Wireless Communications, Signal Processing and Networking (WiSPNET). IEEE, 2016. http://dx.doi.org/10.1109/wispnet.2016.7566465.

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Jablanovic, Vesna. "GOLD PRICE AND THE CHAOTIC GROWTH MODEL." In 6th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eraz.2020.125.

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Abstract:
The basic aims of this paper are: firstly, to create the simple chaotic gold price growth model that is capable of generating stable equilibria, cycles, or chaos; secondly, to analyze the local stability of gold price in the period 2001-2015; and thirdly, to discover the equilibrium gold price with Elliott wave logic in the observed period. This paper confirms the existence of the stable convergent fluctuations of the gold price in the observed period. Also, the golden ratio can be used to define the equilibrium gold price in the presented chaotic model.
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Akdemir, Bayram, and Lingwen Yu. "Elliot Waves Predicting for Stock Marketing Using Euclidean Based Normalization Method Merged with Artificial Neural Network." In 2009 Fourth International Conference on Computer Sciences and Convergence Information Technology. IEEE, 2009. http://dx.doi.org/10.1109/iccit.2009.296.

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