Estimating the algorithmic complexity of stock markets.

Olivier Brandouy Jean-Paul Delahaye Lin Ma

Published in: Algorithmic Finance (2015)

Keyphrases

stock market
short term
financial data
stock exchange
stock price
financial time series
stock trading
trading rules
monetary policy
stock returns
long term
garch model
stock data
financial markets
medical images
autoregressive
market data
theoretical analysis