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Duquesne

Forecasting Short Term Trends in Prices of U.S. Stock Market

Abstract

dc:description.abstract

This 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 × 3

Rights

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

Chain of custody

source
Harvested from
Duquesne
Base URL
dsc.duq.edu/do/oai/
Last updated
2026-07-24
Source record
OAI-PMH GetRecord
citation

Ward, Benjamin. Forecasting Short Term Trends in Prices of U.S. Stock Market. Immediate Access thesis, 2006. https://dsc.duq.edu/etd/1338