Brandouy, Olivier; Delahaye, Jean-Paul; Ma, Lin; Zenil, … - Dipartimento di Economia e Management, Università … - 2012
We survey the main applications of algorithmic (Kolmogorov) complexity to the problem of price dynamics in financial markets. We stress the differences between these works and put forward a general algorithmic framework in order to highlight its potential for financial data analysis. This...