Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis
Year of publication: |
2002-07-01
|
---|---|
Authors: | Brimer, Yael Alon- ; Shmilovici, Armin ; Hauser, Shmuel |
Institutions: | Society for Computational Economics - SCE |
Subject: | market efficiency | stochastic complexity | context tree | data compression | compression thresholds | TA25 |
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