Market Efficiency: Testing Random Walk by the Runs Test and the Variance Ratio Test

June 20, 2022
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • The stock market is not efficient which leaves a place to beat the market in a systematic way.
  • The market efficiency can be different from time to time, and the hypothesis of Random Walk cannot be rejected for some periods.
  • The I Know First AI algorithm provides us with the tool to select the most promising stocks in the chaotic market.

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The Conceptual Framework of Applying ML and AI Models to Analyze and Forecast Financial Assets

October 9, 2021
This article was written by:

Sergey Okun Sergey Okun – Financial Analyst at I Know First, Ph.D. in Economics.


Eugen KalaidinEugene Kalaidin – Professor, Dept. of Mathematics and Computer science, The Financial University under the Government of the Russian Federation, Ph.D., D. Sci. (Habilitation) in Physics and Mathematics.

Highlights:

  • Knowledge significantly decreases the speculative risk of investment
  • ML and AI technologies allow us to get relevant knowledge about the financial market
  • Information asymmetry is a key factor in getting the arbitrage return
  • Models of nonlinear dynamic systems allow correctly to evaluate financial assets by determining the backbone behavior of assets

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