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).
Instantaneous Frequency Stock Market Source Code
The source code zip archive contains an XML representation of the Instantaneous Frequency Stock Market Model. Unzip this archive in your EJS workspace to compile and run this model using EJS. download 1120kb .zip
Last Modified: June 9, 2014
previous versions
M. Mohorn, Computer Program INSTANTANEOUS FREQUENCY STOCK MARKET MODEL (2013), WWW Document, (https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296).
M. Mohorn, Computer Program INSTANTANEOUS FREQUENCY STOCK MARKET MODEL (2013), <https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296>.
Mohorn, M. (2013). Instantaneous Frequency Stock Market Model [Computer software]. Retrieved April 22, 2025, from https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12748&DocID=3296
%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
%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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