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.

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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:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/11018
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-11018
record_format	dspace
spelling	sg-ntu-dr.10356-110182023-05-19T06:16:16Z Analysing cycles in stock price indices using fast fourier transform. Chong, Audrey Yu Shan. Chua, Chee Wee. Tan, Chye Teck. Low, Chan Kee Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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. 2008-09-24T07:50:22Z 2008-09-24T07:50:22Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/11018 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Stock exchanges
spellingShingle	DRNTU::Business::Finance::Stock exchanges Chong, Audrey Yu Shan. Chua, Chee Wee. Tan, Chye Teck. Analysing cycles in stock price indices using fast fourier transform.
description	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.
author2	Low, Chan Kee
author_facet	Low, Chan Kee Chong, Audrey Yu Shan. Chua, Chee Wee. Tan, Chye Teck.
format	Final Year Project
author	Chong, Audrey Yu Shan. Chua, Chee Wee. Tan, Chye Teck.
author_sort	Chong, Audrey Yu Shan.
title	Analysing cycles in stock price indices using fast fourier transform.
title_short	Analysing cycles in stock price indices using fast fourier transform.
title_full	Analysing cycles in stock price indices using fast fourier transform.
title_fullStr	Analysing cycles in stock price indices using fast fourier transform.
title_full_unstemmed	Analysing cycles in stock price indices using fast fourier transform.
title_sort	analysing cycles in stock price indices using fast fourier transform.
publishDate	2008
url	http://hdl.handle.net/10356/11018
_version_	1770565099079073792

Analysing cycles in stock price indices using fast fourier transform.

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