ANALYSIS OF MARKET EFFICIENCY IN MAIN STOCK MARKETS : USING KARMAN -FILTER AS AN APPROACH

By Beier Liu, Haiyun Zhu

Published 2024-04-25

Everscope rating

1204.1

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Kalman Filter. Problem types: Time Series Forecasting, Market Efficiency Analysis.

arXiv:2404.16449 · Paper rankings

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