Improvement of complexity measure method and its application to the stock exchange market

MaRDI QIDQ3501477zbMATH OpenFDO

Authors Fulai Wang, Qingli Da

Publication date 3 June 2008

zbMATH Keywords

chaoscomplexity theorywhite noiseShanghai stock exchange market

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)

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(4)

• Unraveling chaotic attractors by complex networks and measurements of stock market complexity
• Modified generalized sample entropy and surrogate data analysis for stock markets
• On the principle of increasing complexity in portfolio formation on the stock exchange
• An improvement of the present complexity theory and its application to the stock exchange market

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