Instantaneous Frequency Stock Market Model Documents
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The Instantaneous Frequency Stock Model estimates a stock's cyclical fluctuations over a three-day period to determine how fast the market is moving. The instantaneous frequency of an input signal is calculated by modeling an input function's most recent data points as a sin wave and performing a Fourier transform to derive the function's frequency. This model implements different velocity indicators on daily closing prices of a few common companies, and allows the user to compare values of the indicators at different times.
Published May 17, 2013
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Source Code Documents
The source code zip archive contains an XML representation of the Instantaneous Frequency Stock Market Model. Unzip this archive in your EJS workspace to compile and run this model using EJS.
Last Modified May 17, 2013