Faculty Advisor

Humi, Mayer

Abstract

Using historical stock data, we developed two models to make short-term predictions for a stock price. The models were refined by including the influence of NASDAQ index. Advanced mathematical techniques were used to formulate these models. Investors can use these models to obtain suggestions and pointers. To test these models we compared the predictions with actual performance of several stocks and obtained trustworthy results. In a period where the market went 5% down our model yielded a gain of 4.35%.

Publisher

Worcester Polytechnic Institute

Date Accepted

December 2014

Major

Mathematical Sciences

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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