Title :
Fourier transform analysis in stock wave theory
Author :
Qing-feng, Li ; Wen-feng, Peng
Author_Institution :
Hunan Univ. of Commerce, Changsha, China
Abstract :
The securities market has been highly concerned by every economic entity, this paper focuses its research on the rules of price fluctuation of the stock market in China. According to Elliott wave theory and the Fibonacci series in wave theory of the stock market, using the fourier transform to analyze the frequency factor of stock price volatility. Coefficients the frequency factor of volatility trend curve to achieve the purpose of predicting the stock price cycle. The experimental analysis and validation of the method can achieve better results.
Keywords :
Fourier transforms; pricing; stock markets; Elliott wave theory; Fibonacci series; Fourier transform analysis; price fluctuation rule; securities market; stock market; stock price cycle prediction; stock price volatility; stock wave theory; Fibonacci Array; Fourier Transform; Frequency Analysis; Stock Wave Theory;
Conference_Titel :
Computer Science and Automation Engineering (CSAE), 2011 IEEE International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-8727-1
DOI :
10.1109/CSAE.2011.5952874
