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Stock Market Causal High Pass Filter Model
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). 
1 source code document is available
Causal High Pass Filter Source CodeThe source code zip archive contains an XML representation of the Causal High Pass Filter Model. Unzip this archive in your EJS workspace to compile and run this model using EJS. download 902kb .zip Last Modified: June 12, 2014 previous versions
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Record Link
<a href="https://www.compadre.org/portal/items/detail.cfm?ID=12719">Mohorn, Matthew. "Stock Market Causal High Pass Filter Model."</a>
AIP Format
M. Mohorn, Computer Program STOCK MARKET CAUSAL HIGH PASS FILTER MODEL (2013), WWW Document, (https://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), <https://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 April 20, 2024, from https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277
Chicago Format
Mohorn, Matthew. "Stock Market Causal High Pass Filter Model." https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277 (accessed 20 April 2024).
MLA Format
Mohorn, Matthew. Stock Market Causal High Pass Filter Model. Computer software. 2013. Java (JRE) 1.6. 20 Apr. 2024 <https://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 https://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 https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277 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.
Citation Source Information
The AIP Style presented is based on information from the AIP Style Manual. The APA Style presented is based on information from APA Style.org: Electronic References. The Chicago Style presented is based on information from Examples of Chicago-Style Documentation. The MLA Style presented is based on information from the MLA FAQ. This resource is stored in a shared folder. You must login to access shared folders. 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 ChristianKnow of another related resource? Login to relate this resource to it. |
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