Abstract
dc:description.abstractThis thesis explores a cubic model to forecast short term trends in stock prices. Specifically, this model recognizes the limited applicability of instantaneous rate of change indications from the current stock price of an individual corporation. Discussed first is the nature of share price as a data vector and derivations of linear and non-linear mathematical operators. A proposed methodology demonstrates market entry and exit techniques that comprise a trading system and prediction range is evaluated with emphasis on error analysis.
Degree
thesis:*- Name thesis:degree_name
- MS
- Level thesis:degree_level
- Immediate Access
- Discipline thesis:degree_discipline
- Computational Mathematics
- Year dc:date.available
- 2006
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Ward, Benjamin
- Contributors dc:contributor
-
- Abhay Gaur
- John Fleming
- Kathleen Taylor
Subjects
dc:subject × 3Rights
- Language dc:language
- English
Identifiers
dc:identifier.*- Repository record dc:identifier
- https://dsc.duq.edu/etd/1338
- OAI identifier oai:identifier
- oai:dsc.duq.edu:etd-2354