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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書目詳細資料
Main Authors: Chong, Audrey Yu Shan., Chua, Chee Wee., Tan, Chye Teck.
其他作者: Low, Chan Kee
格式: Final Year Project
出版: 2008
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在線閱讀:http://hdl.handle.net/10356/11018
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