Predicting Elliott Flat and Zigzag Internal Shapes by Statistical Learning on Fibonacci Ratios

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MetadadosDescriçãoIdioma
Autor(es): dc.contributorUniversidade de São Paulo (USP)-
Autor(es): dc.contributorUniversidade Estadual Paulista (UNESP)-
Autor(es): dc.creatorRibeiro Dos Santos, Rafael-
Autor(es): dc.creatorBonato, Vanderlei-
Autor(es): dc.creatorNunes Silva, Geraldo-
Data de aceite: dc.date.accessioned2025-08-21T20:29:08Z-
Data de disponibilização: dc.date.available2025-08-21T20:29:08Z-
Data de envio: dc.date.issued2025-04-29-
Data de envio: dc.date.issued2022-12-31-
Fonte completa do material: dc.identifierhttp://dx.doi.org/10.1109/CSCI62032.2023.00060-
Fonte completa do material: dc.identifierhttps://hdl.handle.net/11449/297502-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/11449/297502-
Descrição: dc.descriptionElliott waves and Fibonacci proportions can be used to estimate the price behavior of an asset since they can describe the patterns and relationships from time series of an asset historical price. The challenge is projecting future patterns from a sequence of patterns already mapped from historical data. This paper presents a way to predict the internal shape of the Flat and the Zigzag patterns that happen in Elliott waves. The results show that our model was able to reduce the error 4 times when compared to a solution that is guessing the length only by respecting Elliott wave rules.-
Descrição: dc.descriptionInstitute of Mathematics and Computer Sciences (ICMC) University of São Paulo (USP), SP-
Descrição: dc.descriptionInstitute of Biosciences Letters and Exact Sciences (IBILCE) São Paulo State University (UNESP), SP-
Descrição: dc.descriptionInstitute of Biosciences Letters and Exact Sciences (IBILCE) São Paulo State University (UNESP), SP-
Formato: dc.format334-340-
Idioma: dc.languageen-
Relação: dc.relationProceedings - 2023 International Conference on Computational Science and Computational Intelligence, CSCI 2023-
???dc.source???: dc.sourceScopus-
Palavras-chave: dc.subjectApplications of Computational Intelligence-
Palavras-chave: dc.subjectElliott Waves-
Palavras-chave: dc.subjectFibonacci Ratios-
Palavras-chave: dc.subjectFull/Regular Research Paper submission for the conference CSCI-RTCI-
Palavras-chave: dc.subjectPattern Projection-
Palavras-chave: dc.subjectStatistical Learning-
Palavras-chave: dc.subjectApplication of computational intelligence-
Palavras-chave: dc.subjectElliott wave-
Palavras-chave: dc.subjectFibonacci ratio-
Palavras-chave: dc.subjectFull/regular research paper submission for the conference CSCI-RTCI-
Palavras-chave: dc.subjectHistorical data-
Palavras-chave: dc.subjectPattern projection-
Palavras-chave: dc.subjectResearch papers-
Palavras-chave: dc.subjectStatistical learning-
Palavras-chave: dc.subjectTimes series-
Título: dc.titlePredicting Elliott Flat and Zigzag Internal Shapes by Statistical Learning on Fibonacci Ratios-
Tipo de arquivo: dc.typeaula digital-
Aparece nas coleções:Repositório Institucional - Unesp

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