written by Matthew Mohorn
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.
The Instantaneous Frequency model was developed by Matt Mohorn using the Easy Java Simulations (EJS) modeling tool. You can examine and modify the physical model for this simulation if you have Ejs installed by right-clicking within the plot and selecting "Open Ejs Model" from the pop-up menu.
Please note that this resource requires at least version 1.6 of Java (JRE).
View the source code document attached to this resource
ComPADRE is beta testing Citation Styles!
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 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.
Instantaneous Frequency Stock Market 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 Instantaneous Frequency Stock Model.relation by Wolfgang Christian
Know of another related resource? Login to relate this resource to it.