Predicting random walk time series and real stock prices : an experimental study

• Main Authors: Chiew, Hong Yi, Toh, Malcolm Jia Jun, Chong, Gervais Kiat
• Other Authors: Bao Te
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Social sciences::Economic theory
• Online Access: https://hdl.handle.net/10356/137477
• Institution: Nanyang Technological University

Conventional economics theories adopt the three fundamental assumptions that economic agents are fully rational, have well-defined and stable utility maximizing preferences as well as the ability to efficiently and effectively process all information. Over the past five decades, numerous studies hav...