Towards understanding the predictability of stock markets from the perspective of computational complexity

MaRDI QIDQ3365739zbMATH OpenFDO

Authors James Aspnes, David F. Fischer, Michael Fischer, Alok Kumar, Ming-Yang Kao

Publication date 23 January 2006

zbMATH Keywords

price graphsfuture price movements

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Towards understanding the predictability of stock markets from the perspective of computational complexity
• Predictable markets? A news-driven model of the stock market
• Markets are efficient if and only if \(P = NP\)
• Conditional entropy and randomness in financial time series
• scientific article; zbMATH DE number 2065151

Cited in

(4)

• 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
• scientific article; zbMATH DE number 6327387 (Why is no real title available?)
• Designing proxies for stock market indices is computationally hard

This page was built for publication: Towards understanding the predictability of stock markets from the perspective of computational complexity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3365739)