Hemakom, Apit; Chanwimalueang, Theerasak; Carrión García, Alicia; Aufegger, Lisa; Constantinides, Anthony G.; Mandic, Danilo P.(Institute of Electrical and Electronics Engineers (IEEE), 2016-09)
Financial markets typically undergo periods of prosperity followed by periods of stagnation, and this undulation makes it challenging to maintain market efficiency. The efficient market hypothesis (EMH) states that there ...