Faculty Advisor

Humi, Mayer

Abstract

The goal of this project was to apply research and signal processing techniques towards the development of an accurate model for the prices of securities traded on American stock exchanges, with the intent of producing short-term forecasts. The final model utilized previous stock prices, exchange index values, and company research, with the purpose of providing investors a tool for making informed financial decisions. This model was tested using several trials of virtual investment portfolios, encompassing a wide range of stocks.

Publisher

Worcester Polytechnic Institute

Date Accepted

March 2015

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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