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Author:

Wright, Isaac

Title:

Empirical Evaluation of the Efficient Market Hypothesis: A Machine Learning Approach

Graduate Program:

Statistics

Keywords:

Machine Learning
Financial Markets
Efficient Market Hypothesis
Random Forest
Boosting
GLM
stocks

File:

Download IsaacWright_Thesis.pdf

Committee Members:

Matthew Logan Reimherr, Thesis Advisor/Co-Advisor
Jia Li, Committee Member
John C Liechty, Committee Member
Ephraim Mont Hanks, Program Head/Chair