Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning
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This paper has been announced in the following NEP Reports:- NEP-BIG-2019-09-16 (Big Data)
- NEP-CMP-2019-09-16 (Computational Economics)
- NEP-FMK-2019-09-16 (Financial Markets)
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