Towards understanding the predictability of stock markets from the perspective of computational complexity
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Publication:3365739
zbMATH Open1127.91331MaRDI QIDQ3365739FDOQ3365739
Authors: James Aspnes, David F. Fischer, Michael Fischer, Alok Kumar, Ming-Yang Kao 
Publication date: 23 January 2006
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- FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH
- Towards understanding the predictability of stock markets from the perspective of computational complexity
- Title not available (Why is that?)
- Designing proxies for stock market indices is computationally hard
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