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Instantaneous Frequency Stock Market Model
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).
1 source code document is available
Subjects Levels Resource Types
General Physics
- Computational Physics
Mathematical Tools
- Numerical Analysis
- Series and Functions
- Statistics
- Lower Undergraduate
- Upper Undergraduate
- Instructional Material
= Simulation
Intended Users Formats Ratings
- Learners
- Researchers
- Educators
- application/java
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Access Rights:
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 May 17, 2013 by Wolfgang Christian
Record Updated:
June 9, 2014 by Andreu Glasmann
Last Update
when Cataloged:
May 17, 2013
Other Collections:

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Record Link
AIP Format
M. Mohorn, Computer Program INSTANTANEOUS FREQUENCY STOCK MARKET MODEL (2013), WWW Document, (https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296).
AJP/PRST-PER
M. Mohorn, Computer Program INSTANTANEOUS FREQUENCY STOCK MARKET MODEL (2013), <https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296>.
APA Format
Mohorn, M. (2013). Instantaneous Frequency Stock Market Model [Computer software]. Retrieved April 27, 2024, from https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296
Chicago Format
Mohorn, Matthew. "Instantaneous Frequency Stock Market Model." https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296 (accessed 27 April 2024).
MLA Format
Mohorn, Matthew. Instantaneous Frequency Stock Market Model. Computer software. 2013. Java (JRE) 1.6. 27 Apr. 2024 <https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296>.
BibTeX Export Format
@misc{ Author = "Matthew Mohorn", Title = {Instantaneous Frequency Stock Market Model}, Month = {May}, Year = {2013} }
Refer Export Format

%A Matthew Mohorn %T Instantaneous Frequency Stock Market Model %D May 17, 2013 %U https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296 %O application/java

EndNote Export Format

%0 Computer Program %A Mohorn, Matthew %D May 17, 2013 %T Instantaneous Frequency Stock Market Model %8 May 17, 2013 %U https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296


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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

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