Machine learning tests on efficient market hypothesis: implementing systematic strategies through predictive models

Maringa, Roberto (A.A. 2018/2019) Machine learning tests on efficient market hypothesis: implementing systematic strategies through predictive models. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Luana Zaccaria, pp. 88. [Master's Degree Thesis]

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Abstract/Index

Introduction & objectives. Efficient market hypothesis. Critiques to the efficient market hypothesis. Introduction to machine learning. Machine learning projects implementation. Empirical machine learning tests on EMH. Implementation of allocation strategies. Limitations & directions for further research.

References

Bibliografia: pp. 67-70.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Advanced corporate finance
Thesis Supervisor: Zaccaria, Luana
Thesis Co-Supervisor: Massi Benedetti, Saverio
Academic Year: 2018/2019
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 03 Apr 2020 10:00
Last Modified: 03 Apr 2020 10:00
URI: https://tesi.luiss.it/id/eprint/26248

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