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An algorithmic information-theoretic approach to the behaviour of financial markets
nancial markets closing price movements stock market algorithmic probability
2010/10/21
Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data...
Memory effect and multifractality of cross-correlations in financial markets
Econophysics Stock market
2010/10/20
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock mark...