A study of the weak-form efficiency of the Philippine stock market using artificial neural networks

• Main Author: Valeroso, Edwin Balagtas
• Format: text
• Language: English
• Published: Animo Repository 2012
• Subjects: Stock exchanges > Philippines; Neural networks (Computer science); Business Administration, Management, and Operations; Technology and Innovation
• Online Access: https://animorepository.dlsu.edu.ph/etd_doctoral/340
• Institution: De La Salle University

This study employed artificial neural networks (ANN) to test the weak-form efficiency hypothesis in the context of the Philippine stock exchange index (PSEi) and the seven sector indices. It is a common expectation among researchers and practitioners that stock markets of emerging economies exhibit...