Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures
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- Martial Phélippé-Guinvarc'H & Jean Cordier, 2015. "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," Post-Print hal-02151848, HAL.
References listed on IDEAS
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More about this item
Keywords
semi-strong efficiency; agricultural commodities;JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2015-12-20 (Market Microstructure)
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