Machine Learning and the Stock Market
Machine Learning and the Stock Market
About this item
Full title
Author / Creator
Publisher
New York, USA: Cambridge University Press
Journal title
Language
English
Formats
Publication information
Publisher
New York, USA: Cambridge University Press
Subjects
More information
Scope and Contents
Contents
Practitioners allocate substantial resources to technical analysis whereas academic theories of market efficiency rule out technical trading profitability. We study this long-standing puzzle by applying a diverse set of machine learning algorithms. The results show that an investor can find profitable technical trading rules using past prices, and...
Alternative Titles
Full title
Machine Learning and the Stock Market
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_swepub_primary_oai_DiVA_org_su_212489
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_swepub_primary_oai_DiVA_org_su_212489
Other Identifiers
ISSN
0022-1090,1756-6916
E-ISSN
1756-6916
DOI
10.1017/S0022109022001120
