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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Abstract/Index
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.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/33475 |
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