Brandouy, Olivier; Delahaye, Jean-Paul; Ma, Lin; Zenil, … - In: Research in International Business and Finance 30 (2014) C, pp. 336-347
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...
