Markets Efficiency Measuring System based on BP Neural Network
Market efficiency is crucial for participants and regulators in financial markets. This paper proposes a market efficiency measurement system integrating statistical models and a BP (Back Propagation) neural network to offer intuitive indicators. The structure includes a literature review, system architecture introduction, technical details, and a case study, aiming to enhance market efficiency assessment in financial markets.
Authors
- Zimeng Ye (ORCID: https://orcid.org/0000-0002-5578-9374)
- Jinyu Zhang (ORCID: https://orcid.org/0000-0002-0628-8856)
- Yu Chen (ORCID: https://orcid.org/0000-0003-3820-8408)
- Xinyi Huang (ORCID: https://orcid.org/0000-0002-2827-1860)
Institutions
- Nanjing Audit University (CN)
Publication Details
- Published
- 2024-09-13
- DOI
- https://doi.org/10.1109/icsess62520.2024.10719041
- Primary Topic
- Advanced Sensor and Control Systems
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- National Natural Science Foundation of China