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Bankacılık ve Finans Bölümü

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Browsing Bankacılık ve Finans Bölümü by Journal "Chaos Solitons & Fractals"

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    Citation Count: Ilalan, Deniz, "Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index", Chaos Solitons & Fractals, Vol. 92, pp. 137-141, (2016).
    Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index
    (Pergamon-Elsevier Science LTD, 2016) İlalan, Deniz
    This paper examines one of the vital technical analysis indicators known as the Elliott wave principle. Since these waves have a fractal nature with patterns that are not exact, we first determine the dimension of them. Our second aim is to find a linkage between Elliott wave principle and fractional Brownian motion via comparing their Hausdorff dimensions. Thirdly, we consider the Nikkei 225 index during Japan asset price bubble, which is a perfect example of an Elliott wave. (C) 2016 Elsevier Ltd. All rights reserved.