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  • Search: subject:"physical complexity"
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Entropy 1 Financial markets 1 Kolmogorov–Chaitin theory 1 Minority game 1 Mutual information function 1 Physical complexity 1 physical complexity 1
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Undetermined 2
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Article 2
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Mansilla, R 1 Mansilla, R. 1
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Physica A: Statistical Mechanics and its Applications 2
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RePEc 2
Showing 1 - 2 of 2
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Algorithmic complexity of real financial markets
Mansilla, R. - In: Physica A: Statistical Mechanics and its Applications 301 (2001) 1, pp. 483-492
statistical physics is developed. Physical complexity, a quantity rooted in the Kolmogorov–Chaitin theory is applied to binary …
Persistent link: https://www.econbiz.de/10010874203
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From naive to sophisticated behavior in multiagents-based financial market models
Mansilla, R - In: Physica A: Statistical Mechanics and its Applications 284 (2000) 1, pp. 478-488
The behavior of physical complexity and mutual information function of the outcome of a model of heterogeneous … computer simulations were done, as a result of which, is proposed an ansatz for physical complexity of the type C(l)=lα and the …
Persistent link: https://www.econbiz.de/10011064616
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