Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/11018
Title: Analysing cycles in stock price indices using fast fourier transform.
Authors: Chong, Audrey Yu Shan.
Chua, Chee Wee.
Tan, Chye Teck.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2000
Abstract: 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.
URI: http://hdl.handle.net/10356/11018
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
NBS-REPORTS_357.pdf
  Restricted Access
392.44 kBAdobe PDFView/Open

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.