We study the complexity of the stock market by constructing -machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexities. It is found that both the statistical complexity and the number of causal states of constructed -machines have decrea
Operations research analysis of a stock market problem
β Scribed by Hamdy A. Taha
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 506 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0305-0548
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