The Compadre Portal website will be unavailable Friday evening through Saturday afternoon as electrical work occurs in the American Center of Physics server room. Down time will begin at 6PM Eastern Time on Friday. Service is expected to resume by 6PM on Saturday, July 30.
A primary application of econophysics is using digital signal processing techniques to filter and predict market data, which is theorized to exhibit random walk motion. An exponential moving average is one tool that physicists use to smooth data from an input signal to identify its trends. The Exponential Moving Average Stock Model implements three types of exponential moving averages and allows the user to change the parameters of each. The model allows the user to view the results of exponential moving averages computed on the New York Stock Exchange daily closing price of six familiar companies. It demonstrates one way that traders use causal filters to smooth market data and forecast the next day's price.
Please note that this resource requires
at least version 1.6 of
Exponential Moving Average Stock Source Code
The source code zip archive contains an XML representation of the Exponential Moving Average Stock Model. Unzip this archive in your EJS workspace to compile and run this model using EJS. download 1050kb .zip
Last Modified: June 6, 2014
%0 Computer Program %A Mohorn, Matthew %D 2013 %T Exponential Moving Average Stock Model %U http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12616&DocID=3209
Disclaimer: ComPADRE offers citation styles as a guide only. We cannot offer interpretations about citations as this is an automated procedure. Please refer to the style manuals in the Citation Source Information area for clarifications.