Student Work

The US stock market is often divided into 11 sectors. Among them, the energy sector and the consumer staples sector were selected as the focus of this project. The first goal was to forecast short-term stock prices based on historical stock prices and relevant market indices. The second goal was to detect future major index fluctuations of the Dow Jones index. Methods included autocorrelation, Fourier series analysis, local linear regression, principal component analysis, Multi Factor models and Gibbs phenomena analysis.

Creator

• Busaranuvong, Palawat
• Mao, Dan

Publisher

• Worcester Polytechnic Institute

Identifier

• 4361
• E-project-101020-041347

Keyword

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

Advisor

• Humi, Mayer

Year

• 2020

Date created

• 2020-10-10

Resource type

• Major Qualifying Project

Major

• Mathematical Sciences

Rights statement

• In Copyright

License

• Attribution CC BY-NC

Relationships

In Collection:

• Major Qualifying Projects

Items

Thumbnail	Title	Date Uploaded	Visibility	Actions
	File	2020-11-19	Embargo