Stock Market Causal High Pass Filter Model

APS Excellence in Physics Education Award
November 2019

Science SPORE Prize
November 2011

The Open Source Physics Project is supported by NSF DUE-0442581.

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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).

.jar

download 2114kb .jar
Published: April 15, 2013
previous versions

1 source code document is available

Subjects	Levels	Resource Types
Mathematical Tools - Numerical Analysis - Statistics	- Upper Undergraduate - Lower Undergraduate	- Instructional Material = Simulation

Intended Users	Formats	Ratings
- Learners - Researchers - Educators	- application/java	Currently 0.0/5 Want to rate this material? Login here!

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 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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Record Link

<a href="https://www.compadre.org/OSP/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 October 8, 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 8 October 2024).

MLA Format

Mohorn, Matthew. Stock Market Causal High Pass Filter Model. Computer software. 2013. Java (JRE) 1.6. 8 Oct. 2024 <https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277>.

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@misc{ Author = "Matthew Mohorn", Title = {Stock Market Causal High Pass Filter Model}, Month = {April}, Year = {2013} }

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%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

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%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

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