Testing the Weak Form Efficiency of Shanghai Stock Exchange with Artificial Neural Networks

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Testing the Weak Form Efficiency of Shanghai Stock Exchange with Artificial Neural Networks

The efficiency of a market has been a longstanding topic for research. On one side, researchers have provided numerous empirical studies in supporting the market efficiency; on the other side, market participants have been searching for new techniques for the prediction the market and applying vario...

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Bibliographic Details
Main Author:	Wong, Tai-chi Alick
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	artificial intelligence artificial neural networks efficient market hypothesis market efficiency Shanghai stock exchange
Online Access:	https://eprints.nottingham.ac.uk/21512/

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