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On Tue, 3 Nov 1998 16:19:00 -0600, you wrote:
>Since the movements in the stockmarket are not truely periodic, is there any
>evidence that linear or non-linear Fourier analysis can be applied to the
>stockmarket?
Imo, FA can answer this question: If we do some appropriate kind of
windowing, we get as a result the "amount of periodic content" vs
time, including information about the accompanying frequencies. And if
periodic content is high, FA can do some kind of meaningful
extrapolation.
mfg rudolf stricker
PS: what is non-linear vs linear FA?
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