This project investigates the possible short term prediction of stock prices using historical data of the stock and market in general. To this end, we created several models from real data and integrated multiple tools such as autocorrelation, least square linear fit, fourier series, moving averages, correlation with Nasdaq and Dow Jones. The models provided good predictions for over half of the stocks under consideration for ten business days. Further refinements of the model should be considered.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Kongpornjaras, Panuwat
• Ekkaewnumchai, Chaiwat
• Ditthapron, Apiwat
• Nalamlieng, Passavich

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-022718-223546

Palabra Clave

• Economic Growth, Stability, and Development
• Stock exchanges
• Stocks

Advisor

• Humi, Mayer

Year

• 2018

Date created

• 2018-02-27

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

Última modificación

• 2022-02-11