Empirical Tests of Market Efficiency – Pattern Recognition and Machine Learning from Technical Signals in a Liquid Stock Market
No Thumbnail Available
URL
Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Authors
Date
2018
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
64 + 4
Series
Description
Thesis advisor
Puttonen, VesaKeywords
weak-form efficiency, technical analysis, stock market, pattern recognition, machine learning, systematic trading