Search Results - subject:"algorithmic complexity theory"

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Ranking the stocks listed on Bovespa according to their relative efficiency

Giglio, Ricardo; Da Silva, Sergio - Volkswirtschaftliche Fakultät, … - 2009

A methodology based on the algorithmic complexity theory has been applied to assess the relative efficiency of the …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008595908

Algorithmic complexity theory and the relative efficiency of financial markets - Updated

Giglio, Ricardo; Matsushita, Raul; Figueiredo, Annibal; … - Volkswirtschaftliche Fakultät, … - 2008

complexity theory. We employ such an approach in order to rank 36 stock exchanges and 20 US dollar exchange rates in terms of … of dealing with the relative efficiency of markets is to resort to the efficiency interpretation provided by algorithmic …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005623558