Testing Stock Market Efficiency Using Historical Trading Data and Machine Learning
Stock forecasting is a problem that is important in finance because it aids investors in financial decision making. According to the efficient market hypothesis stock markets are efficient in such a way that it's impossible to gain excess returns over the market by making decisions based on cur...
Main Authors: | , |
---|---|
Format: | Others |
Language: | English |
Published: |
KTH, Skolan för datavetenskap och kommunikation (CSC)
2015
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-166583 |