The use of sonic articulation in identifying correlation in capital market trading data
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Despite intensive study, a comprehensive understanding of the structure of capital market trading data remains elusive. The one known application of audification to market price data reported in the 1990 that it was difficult to interpret the results probably because the market does not resonate according to acoustic laws. This paper reports on a technique transforming the data so it does resonate, so audification can be used as a means of identifying autocorrelation in capital market trading data. The results obtained indicate that the technique may have a wider application to other similarly structured time-series data.