This repository contains a machine learning model attempting to predict the price action of 3 different companies' common stock given their 10 year price history, engineered features and various other publicly available information. The goal of the model is to provide evidence for or against the Efficient Market Hypothesis (EMH), which states that we should not be able to make any such predicitons. The model is accompanied by an academic paper documenting the process. The paper received a grade of 100%.
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View Code? Open in Web Editor NEWMachine Learning model and academic paper exploring the validity of the Efficient Market Hypothesis