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

Author

Benjamin Ward

Defense Date

6-22-2006

Graduation Date

2006

Availability

Immediate Access

Submission Type

thesis

Degree Name

MS

Department

Computational Mathematics

School

McAnulty College and Graduate School of Liberal Arts

Committee Chair

Abhay Gaur

Committee Member

John Fleming

Committee Member

Kathleen Taylor

Keywords

day trading, oscillators, share price movement

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.

Format

PDF

Language

English

Recommended Citation

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