Complexity and entropy density analysis of the Korean stock market

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In this paper, we studied complexity and entropy density of stock market by modeling e -machine of Korean Composition Stock Price Index (KOSPI) from year 1992 to 2003 using causal-state splitting reconstruction (CSSR) algorithm.
Publisher
JCIS
Issue Date
2006-10-08
Language
English
Citation

9th Joint Conference on Information Sciences, JCIS 2006, v.2006

ISBN
978-90-78677-01-7
ISSN
1951-6851
DOI
10.2991/jcis.2006.97
URI
http://hdl.handle.net/10203/141187
Appears in Collection
RIMS Conference PapersPH-Conference Papers(학술회의논문)
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