Algorithmic Complexity of Financial Motions
Year of publication: |
2012
|
---|---|
Authors: | Brandouy, Olivier ; Delahaye, Jean-Paul ; Ma, Lin ; Zenil, Hector |
Institutions: | Dipartimento di Economia e Management, Università degli Studi di Trento |
Subject: | algorithmic information theory | Kolmogorov complexity | financial returns | market efficiency | compression algorithms | information theory | randomness | price movements | algorithmic probability |
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