Empirical Tests of Market Efficiency – Pattern Recognition and Machine Learning from Technical Signals in a Liquid Stock Market



Title:	Empirical Tests of Market Efficiency – Pattern Recognition and Machine Learning from Technical Signals in a Liquid Stock Market
Author(s):	Färdig, Aleksi
Date:	2018
Language:	en
Pages:	64 + 4
Department:	Rahoituksen laitos
Degree programme:	Finance
Thesis advisor(s):	Puttonen, Vesa
Keywords:	weak-form efficiency, technical analysis, stock market, pattern recognition, machine learning, systematic trading
Location:	P1 I \| Archive OEV
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Permanent link to this item: http://urn.fi/URN:NBN:fi:aalto-201902101594 Email this Export to RefWorks QR Code Print BibTex Tweet