Algorithmic information theory in the stock market
The paper aims to study the various applications of algorithmic complexity on the stock market, and to evaluate the efficiency of each aspect. The efficiency is measured by the compression rate applied to simulated as well as real world data. The approach differs from typical price modellin...
Saved in:
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2019
|
| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/77164 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|