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written by Matthew Mohorn
One application of econophysics is the use of high pass filters to analyze stock market data. To determine how fast the market is moving, the Stock Market Causal High Pass Filter Model uses a technique known as causal high pass filters to estimate market velocity and acceleration.  Different order indicators are presented in this model, and the user can study the sensitivity and accuracy of the various indicators.

Please note that this resource requires at least version 1.6 of Java (JRE).
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Subjects Levels Resource Types
Mathematical Tools
- Numerical Analysis
- Statistics
- Upper Undergraduate
- Lower Undergraduate
- Instructional Material
= Simulation
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- application/java
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Free access
License:
This material is released under a GNU General Public License Version 3 license.
Rights Holder:
Matthew Mohorn
Keyword:
econophysics
Record Cloner:
Metadata instance created April 15, 2013 by Wolfgang Christian
Record Updated:
June 12, 2014 by Andreu Glasmann
Last Update
when Cataloged:
April 15, 2013
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AIP Format
M. Mohorn, Computer Program STOCK MARKET CAUSAL HIGH PASS FILTER MODEL (2013), WWW Document, (http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277).
AJP/PRST-PER
M. Mohorn, Computer Program STOCK MARKET CAUSAL HIGH PASS FILTER MODEL (2013), <http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277>.
APA Format
Mohorn, M. (2013). Stock Market Causal High Pass Filter Model [Computer software]. Retrieved September 17, 2014, from http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277
Chicago Format
Mohorn, Matthew. "Stock Market Causal High Pass Filter Model." http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277 (accessed 17 September 2014).
MLA Format
Mohorn, Matthew. Stock Market Causal High Pass Filter Model. Computer software. 2013. Java (JRE) 1.6. 17 Sep. 2014 <http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277>.
BibTeX Export Format
@misc{ Author = "Matthew Mohorn", Title = {Stock Market Causal High Pass Filter Model}, Month = {April}, Year = {2013} }
Refer Export Format

%A Matthew Mohorn
%T Stock Market Causal High Pass Filter Model
%D April 15, 2013
%U http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277
%O application/java

EndNote Export Format

%0 Computer Program
%A Mohorn, Matthew
%D April 15, 2013
%T Stock Market Causal High Pass Filter Model
%8 April 15, 2013
%U http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277


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Stock Market Causal High Pass Filter Model:

Is Based On Easy Java Simulations Modeling and Authoring Tool

The Easy Java Simulations Modeling and Authoring Tool is needed to explore the computational model used in the Causal High Pass Filter Model.

relation by Wolfgang Christian

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