![]() 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).
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![]() Mohorn, Matthew. Stock Market Causal High Pass Filter Model. Computer software. 2013. Java (JRE) 1.6. 13 Feb. 2025 <https://www.compadre.org/Repository/document/ServeFile.cfm?ID=12719&DocID=3277>.
![]() @misc{
Author = "Matthew Mohorn",
Title = {Stock Market Causal High Pass Filter Model},
Month = {April},
Year = {2013}
}
![]() %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 ![]() %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 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.
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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 Causal High Pass Filter Model. relation by Wolfgang ChristianKnow of another related resource? Login to relate this resource to it. |
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