Analysing cycles in stock price indices using fast fourier transform.

In our research, we explore, using Fast Fourier Transform to identify the presence of cycles in stock price indices. In addition, we analyse the stability of these prices over time and hence the feasibility of this technique in the prediction of stock price indices.

Saved in:
Bibliographic Details
Main Authors: Chong, Audrey Yu Shan., Chua, Chee Wee., Tan, Chye Teck.
Other Authors: Low, Chan Kee
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11018
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Description
Summary:In our research, we explore, using Fast Fourier Transform to identify the presence of cycles in stock price indices. In addition, we analyse the stability of these prices over time and hence the feasibility of this technique in the prediction of stock price indices.