A computational definition of financial randomness

DOI10.1080/14697688.2013.829243zbMath1308.91184OpenAlexW2025144411MaRDI QIDQ5245347

Olivier Brandouy, Lin Ma, Jean-Paul Delahaye

Publication date: 8 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.829243

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Randomized algorithms (68W20) Portfolio theory (91G10)

Related Items (2)

Dynamic mode decomposition for financial trading strategies ⋮ Modified multifractal large deviation spectrum based on CID for financial market system

Cites Work

• Thou shalt buy and hold
• On the Extensive Number of Plays to Achieve Superior Performance with the Geometric Mean Strategy
• Universal Portfolios
• The predictive power of price patterns
• Universal portfolios with side information
• Common risk factors in the returns on stocks and bonds
• A unified approach to the definition of random sequences
• The definition of random sequences
• An Unsolvable Problem of Elementary Number Theory
• On Computable Numbers, with an Application to the Entscheidungsproblem

This page was built for publication: A computational definition of financial randomness