Fourier analysis for stock price forecasting: Assumption and evidence
The research addressed the relevant question whether the Fourier analysis really provides practical value for investors forecasting stock market price. To answer this question, the significant cycles were discovered using the Fourier analysis inside the price series of US stocks; then, the simulati...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2016-06-01
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| Series: | Journal of Business Economics and Management |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/2243 |