Complexity and entropy density analysis of the Korean stock market
Jeong won Lee 0, Joongwoo Park, Hang-Hyun Jo, Jae-Suk Yang, Hie-Tae Moon
Jeong won Lee
0Korea Advanced Institute of Science and Technology
Available Online October 2006.
- https://doi.org/10.2991/jcis.2006.97How to use a DOI?
- Econophysics, Computational mechanics, Epsilon-machine, Statistical complexity, Entropy density
- In this paper, we studied complexity and entropy density of stock market by modeling epsilon-machine of Korean Composition Stock Price Index (KOSPI) from year 1992 to 2003 using causal-state splitting reconstruction (CSSR) algorithm.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Jeong won Lee AU - Joongwoo Park AU - Hang-Hyun Jo AU - Jae-Suk Yang AU - Hie-Tae Moon PY - 2006/10 DA - 2006/10 TI - Complexity and entropy density analysis of the Korean stock market BT - 9th Joint International Conference on Information Sciences (JCIS-06) PB - Atlantis Press SN - 1951-6851 UR - https://doi.org/10.2991/jcis.2006.97 DO - https://doi.org/10.2991/jcis.2006.97 ID - Lee2006/10 ER -