Algorithmic complexity of real financial markets

DOI10.1016/S0378-4371(01)00434-4zbMath1017.91083arXivcond-mat/0005441MaRDI QIDQ5949734

R. Mansilla

Publication date: 27 November 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0005441

zbMATH Keywords

thermodynamicsstatistical physicsKolmogorov-Chaitin theory

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items (1)

NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES

Cites Work

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• Greetings to A. N. Kolmogorov from the Moscow Mathematical Society
• On the Length of Programs for Computing Finite Binary Sequences

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