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College of Natural Sciences(자연과학대학)Dept. of Physics(물리학과)PH-Conference Papers(학술회의논문)

Complexity and entropy density analysis of the Korean stock market

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dc.contributor.authorPark, Joongwoo Brian-
dc.contributor.authorLee, Jeong Won-
dc.contributor.authorJo, Hang Hyun-
dc.contributor.authorYang, Jae Suk-
dc.contributor.authorMoon, Hie Tae-
dc.date.accessioned2013-03-17T07:37:04Z-
dc.date.available2013-03-17T07:37:04Z-
dc.date.created2012-02-06-
dc.date.issued2006-10-08-
dc.identifier.citation9th Joint Conference on Information Sciences, JCIS 2006, v.2006-
dc.identifier.isbn978-90-78677-01-7-
dc.identifier.issn1951-6851-
dc.identifier.urihttp://hdl.handle.net/10203/141187-
dc.description.abstractIn 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.-
dc.languageEnglish-
dc.publisherJCIS-
dc.titleComplexity and entropy density analysis of the Korean stock market-
dc.typeConference-
dc.identifier.scopusid2-s2.0-33847723343-
dc.type.rimsCONF-
dc.citation.volume2006-
dc.citation.publicationname9th Joint Conference on Information Sciences, JCIS 2006-
dc.identifier.conferencecountryCH-
dc.identifier.conferencelocationTaiwan, ROC-
dc.identifier.doi10.2991/jcis.2006.97-
dc.contributor.localauthorYang, Jae Suk-
dc.contributor.localauthorMoon, Hie Tae-
dc.contributor.nonIdAuthorPark, Joongwoo Brian-
dc.contributor.nonIdAuthorLee, Jeong Won-
dc.contributor.nonIdAuthorJo, Hang Hyun-
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RIMS Conference PapersPH-Conference Papers(학술회의논문)
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