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Filtering by: Creator Mao, Dan Resource type Major Qualifying Project

Modeling Stock Prices

Keyword:

Multi Factor models, Gibbs phenomena analysis, US stock market, Principal component analysis, Fourier series analysis, and Local linear regression

Creator:

Busaranuvong, Palawat and Mao, Dan

Advisor:

Humi, Mayer

Publisher:

Worcester Polytechnic Institute

Date Created:

2020-10-10

Resource Type:

Major Qualifying Project