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

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...

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Bibliographic Details
Main Authors: Chiew, Hong Yi, Toh, Malcolm Jia Jun, Chong, Gervais Kiat
Other Authors: Bao Te
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2020
Subjects:
Online Access:https://hdl.handle.net/10356/137477