Faculty Advisor

Humi, Mayer

Abstract

How to predict price of stocks In this project, we developed two models by using technics like ARIMA and Fourier Expansion to predict stock price in Matlab, Tisean Arima and excel. In this way, we can help investors who are new to the market or have little information and sources, giving them suggestions and indications. We use historical stock data from yahoo.com to build, test and refine our models for prediction. The outcomes are pleasing and we believe our models can help some investors out.

Publisher

Worcester Polytechnic Institute

Date Accepted

March 2014

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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