Measuring Complexity in Financial Data
The stock market is a canonical example of a complex system, in which a large number of interacting agents lead to joint evolution of stock returns and the collective market behavior exhibits emergent properties. However, quantifying complexity in stock market data is a challenging task. In this rep...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2020-10-01
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| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2020.00339/full |