Algorithmic complexity of real financial markets

Physica A: Statistical Mechanics and its Applications

Volumn 301, Issue 1-4, 2001, Pages 483-492

  Mansilla, R ^a,b  

^a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

^b UNIVERSITY OF HAVANA   (Cuba)

Author keywords

Financial markets; Kolmogorov Chaitin theory; Physical complexity

Indexed keywords

ALGORITHMS; REAL TIME SYSTEMS; STATISTICAL METHODS; THERMODYNAMICS;

FINANCIAL MARKETS;

FINANCIAL DATA PROCESSING;

EID: 0035576042     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00434-4     Document Type: Article

References (25)