McAnulty College and Graduate School of Liberal Arts
day trading, oscillators, share price movement
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.
Ward, B. (2006). Forecasting Short Term Trends in Prices of U.S. Stock Market (Master's thesis, Duquesne University). Retrieved from https://dsc.duq.edu/etd/1338