The efficient market hypothesis and trading AI advancements: an overview

Mancuso, Francesco (A.A. 2021/2022) The efficient market hypothesis and trading AI advancements: an overview. Tesi di Laurea in Corporate finance, Luiss Guido Carli, relatore Emanuele Tarantino, pp. 36. [Bachelor's Degree Thesis]

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Efficient financial markets: critics and proponents. Brief overview of the hypothesis in its canonical strong form. Arguments against and some pitfalls of the strong form hypothesis. The weak-form hypothesis. Market efficiency and machines. A brief overview of algorithmic trading. Implications of automated trading on market efficiency: the case for optimism. The case for pessimism. The challenge to “smart money”, the question of information quality, and other issues.


Bibliografia: pp. 32-35.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33)
Chair: Corporate finance
Thesis Supervisor: Tarantino, Emanuele
Academic Year: 2021/2022
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 28 Sep 2022 12:09
Last Modified: 28 Sep 2022 12:09


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