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Brandouy et al., 2015 - Google Patents

Estimating the algorithmic complexity of stock markets

Brandouy et al., 2015

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Document ID
11709647544906555346
Author
Brandouy O
Delahaye J
Ma L
Publication year
Publication venue
Algorithmic Finance

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Snippet

Randomness and regularities in finance are usually treated in probabilistic terms. In this paper, we develop a different approach in using a non-probabilistic framework based on the algorithmic information theory initially developed by Kolmogorov (1965). We develop a …
Continue reading at journals.sagepub.com (PDF) (other versions)

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    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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    • G06Q10/00—Administration; Management
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