Algorithmic complexity of financial motions
Olivier Brandouy; Jean-Paul Delahaye; Lin Ma; Hector Zenil
| Year of publication: |
2014
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|---|---|
| Authors: | Brandouy, Olivier ; Delahaye, Jean-Paul ; Ma, Lin ; Zenil, Hector |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 30.2014, p. 336-347
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| Subject: | Algorithmic information theory | Kolmogorov complexity | Financial returns | Market efficiency | Compression algorithms | Information theory | randomness | Price movements | Algorithmic probability | Algorithmus | Algorithm | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Finanzmarkt | Financial market | Informationsökonomik | Economics of information | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010391735