Document Type

Conference Proceeding

Publication Date

12-16-2013

Journal / Book Title

WMSCI 2013 - 17th World Multi-Conference on Systemics, Cybernetics and Informatics, Proceedings

Abstract

Moving averages are important financial indicators. There are short term moving average and long term moving averages. The interaction of the short term moving averages and long term averages give analyst the good clues about the direction of future assets performance. In this paper, the computation of two popular moving averages are discussed. The n-day simple moving average treats all past n days' closing prices equally while the n-day exponential moving average assigns more weight to most recent day and least weight to lease recent day closing price when form the computation formula. Both methods can be done in O(logN) time on the Reconfigurable Mesh.

Journal ISSN / Book ISBN

978-193633887-0

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