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written by Matthew Mohorn
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 Java (JRE).
View the source code document attached to this resource
Subjects Levels Resource Types
Mathematical Tools
- Numerical Analysis
- Statistics
- Upper Undergraduate
- Lower Undergraduate
- Instructional Material
= Simulation
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- 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 Creator:
Metadata instance created February 13, 2013 by Wolfgang Christian
Record Updated:
June 6, 2014 by Andreu Glasmann
Other Collections:

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Record Link
AIP Format
M. Mohorn, Computer Program EXPONENTIAL MOVING AVERAGE STOCK MODEL (2013), WWW Document, (http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12616&DocID=3209).
AJP/PRST-PER
M. Mohorn, Computer Program EXPONENTIAL MOVING AVERAGE STOCK MODEL (2013), <http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12616&DocID=3209>.
APA Format
Mohorn, M. (2013). Exponential Moving Average Stock Model [Computer software]. Retrieved September 16, 2014, from http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12616&DocID=3209
Chicago Format
Mohorn, Matthew. "Exponential Moving Average Stock Model." http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12616&DocID=3209 (accessed 16 September 2014).
MLA Format
Mohorn, Matthew. Exponential Moving Average Stock Model. Computer software. 2013. Java (JRE) 1.6. 16 Sep. 2014 <http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12616&DocID=3209>.
BibTeX Export Format
@misc{ Author = "Matthew Mohorn", Title = {Exponential Moving Average Stock Model}, Year = {2013} }
Refer Export Format

%A Matthew Mohorn
%T Exponential Moving Average Stock Model
%D 2013
%U http://www.compadre.org/Repository/document/ServeFile.cfm?ID=12616&DocID=3209
%O application/java

EndNote Export Format

%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


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Exponential Moving Average Stock 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 Exponential Moving Average Sock Model.

relation by Wolfgang Christian

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