Efficient market hypothesis

Tshilidzi Marwala, Evan Hurwitz

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

5 Citations (Scopus)

Abstract

The efficient market hypothesis (in its varying forms) has allowed for the creation of financial models based on share price movements ever since its inception. This chapter explores the impact of artificial intelligence (AI) on the efficient market hypothesis. Furthermore, it studies theories that influence market efficiency and how they are changed by the advances in AI and how they impact on market efficiency. It surmises that advances in AI and its applications in financial markets make markets more efficient.

Original languageEnglish
Title of host publicationAdvanced Information and Knowledge Processing
PublisherSpringer London
Pages101-110
Number of pages10
Edition9783319661032
DOIs
Publication statusPublished - 2017

Publication series

NameAdvanced Information and Knowledge Processing
Number9783319661032
ISSN (Print)1610-3947
ISSN (Electronic)2197-8441

ASJC Scopus subject areas

  • Management Information Systems
  • Information Systems
  • Information Systems and Management
  • Artificial Intelligence

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