Date of Award


Document Type

Union College Only

Degree Name

Bachelor of Science


Electrical Engineering

First Advisor

Shane Cotter




data, apple, information, future, historical


Assume there exists information in past data that relates to future trends. This is the case with our physical world. It allows physics models to predict exactly how fast an apple will fall. With historical data in the physical world, such as the apple has been 8m above the surface for a long time and that the apple's stem breaks at t = 0, it is possible to predict where the apple will be in the future, at t > 0. If this assumption is made for nancial data, the resulting trend data would be extremely valuable. However there is a great volume of past data and much more complex and transient rules; in short decoding the limited information is di cult. A software signal processing system is proposed to attempt to decode trend information from historical nancial data.