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: | , |
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| Format: | Others |
| Language: | English |
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KTH, Skolan för datavetenskap och kommunikation (CSC)
2015
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-166583 |