No image available for this title

Text

Elliott Wave Prediction Using a Neural Network and Its Application to The Formation of Investment Portfolios on The Indonesian Stock Exchange



Predicting stock trends is a complex problem because their movements constantly fluctuate and are affected by many factors such as political elements, world economic situation, investor expectations, and psychological factors. One way to analyze stock prices is Technical Analysis. This method focuses on stock indicators and patterns formed. Elliott Wave is one of the Technical Analysis methods. This study suggests an approach based on the combination of Neural Networks and Elliott Wave theory which will predict the possible direction of future trends. This model uses Fast Fourier Transform (FFT) coefficients to look for similarities with Elliott Wave patterns. When the dataset is similar to Elliott Wave patterns, the Neural Network will predict the direction of the stock trend. This study was conducted to confirm that the Elliott Wave-based Neural Network method helps predict stock trends. Experimentation is being carried out in some stocks on the Indonesian Stock Exchange, with profits exceeding 90%.


Availability

No copy data


Detail Information

Series Title
-
Call Number
-
Publisher JURNAL MEDIA INFORMATIKA BUDIDARMA : Indonesia.,
Collation
006
Language
Indonesia
ISBN/ISSN
2614-5278
Classification
NONE
Content Type
-
Media Type
-
Carrier Type
-
Edition
-
Subject(s)
Specific Detail Info
-
Statement of Responsibility

Other Information

Accreditation
-

Other version/related

No other version available


File Attachment



Information


Web Online Public Access Catalog - Use the search options to find documents quickly