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Towards Understanding the Predictability of Stock Markets from the Perspective of Computational Complexity
James Aspnes
David F. Fischer
Michael J. Fischer
Ming-Yang Kao
Alok Kumar
Published in:
CoRR (2000)
Keyphrases
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stock market
computational complexity
short term
financial data
financial time series
stock returns
long term
stock price
stock exchange
stock trading
stock data
trading rules
monetary policy
financial markets
garch model