1. Empirical Evaluation of the Efficient Market Hypothesis: A Machine Learning Approach Open Access Author: Wright, Isaac Title: Empirical Evaluation of the Efficient Market Hypothesis: A Machine Learning Approach Graduate Program: Statistics Keywords: Machine LearningFinancial MarketsEfficient Market HypothesisRandom ForestBoostingGLMstocks File: Download IsaacWright_Thesis.pdf Committee Members: Matthew Logan Reimherr, Thesis Advisor/Co-AdvisorJia Li, Committee MemberJohn C Liechty, Committee MemberEphraim Mont Hanks, Program Head/Chair
2. Machine Learning Methods for Regression and Classification with Functional Data Restricted (Penn State Only) Author: Wright, Isaac Title: Machine Learning Methods for Regression and Classification with Functional Data Graduate Program: Statistics (PHD) Keywords: Functional DataBoostingDecision TreesClassificationRegressionMachine LearningSupervised LearningUnsupervised Learning File: Login to Download Committee Members: Ephraim Hanks, Professor in Charge/Director of Graduate StudiesJia Li, Major Field MemberMatthew Reimherr, Chair & Dissertation AdvisorJohn Liechty, Outside Unit & Field MemberFrancesca Chiaromonte, Major Field Member