Analysing cycles in stock price indices using fast fourier transform.

In our research, we explore, using Fast Fourier Transform to identify the presence of cycles in stock price indices. In addition, we analyse the stability of these prices over time and hence the feasibility of this technique in the prediction of stock price indices.

Bibliographic Details
Main Authors: Chong, Audrey Yu Shan., Chua, Chee Wee., Tan, Chye Teck.
Other Authors: Low, Chan Kee
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11018