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Stock Market Causal High Pass Filter Model
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
Causal High Pass Filter Source Code
The source code zip archive contains an XML representation of the Causal High Pass Filter Model. Unzip this archive in your EJS workspace to compile and run this model using EJS. download 902kb .zip
Last Modified: June 12, 2014
%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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