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

• المؤلف الرئيسي: Valeroso, Edwin Balagtas
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2012
• الموضوعات: Stock exchanges > Philippines; Neural networks (Computer science); Business Administration, Management, and Operations; Technology and Innovation
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_doctoral/340
• المؤسسة: 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...