dc.contributor |
Graduate Program in Management Information Systems. |
|
dc.contributor.advisor |
Badur, Bertan Yılmaz. |
|
dc.contributor.author |
Çağatay, Tamer. |
|
dc.date.accessioned |
2023-03-16T12:51:39Z |
|
dc.date.available |
2023-03-16T12:51:39Z |
|
dc.date.issued |
2009. |
|
dc.identifier.other |
MIS 2009 C34 |
|
dc.identifier.uri |
http://digitalarchive.boun.edu.tr/handle/123456789/18132 |
|
dc.description.abstract |
Discovering the patterns of stock prices in a volatile and rapidly-changing market environment is a challenging problem. Elliot Wave theory, a form of technical analysis, attempts to investigate market price movements. The purpose of this study is to test the principles of Elliot Wave theory on Istanbul Stock Exchange(ISE)-National 100 index. Two time series segmentation algorithms, top-down algorithm and a modified version of bottom-up algorithm, are applied. Standard (compulsory) rules and rules expressed as the golden ratio of Fibonacci are formulated by statistical hypotheses. The existence of Elliot Wave pattern in ISE -National 100 index is tested. Hypothesis tests show that Elliot patterns exist in ISE-National 100 index, stating that Istanbul Stock Exchange is not an efficient market. |
|
dc.format.extent |
30cm. |
|
dc.publisher |
Thesis (M.A.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2009. |
|
dc.subject.lcsh |
Elliott wave principle. |
|
dc.title |
Test of Elliot Wave theory by time series segmentation algorithms |
|
dc.format.pages |
viii, 67 leaves; |
|