Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

Complexity and entropy density analysis of the Korean stock market

Authors
Jeong won Lee 0, Joongwoo Park, Hang-Hyun Jo, Jae-Suk Yang, Hie-Tae Moon
Corresponding Author
Jeong won Lee
0Korea Advanced Institute of Science and Technology
Available Online October 2006.
DOI
https://doi.org/10.2991/jcis.2006.97How to use a DOI?
Keywords
Econophysics, Computational mechanics, Epsilon-machine, Statistical complexity, Entropy density
Abstract
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.
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This is an open access article distributed under the CC BY-NC license.

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Proceedings
9th Joint International Conference on Information Sciences (JCIS-06)
Part of series
Advances in Intelligent Systems Research
Publication Date
October 2006
ISBN
978-90-78677-01-7
ISSN
1951-6851
DOI
https://doi.org/10.2991/jcis.2006.97How to use a DOI?
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  -