Distribution of investments in the stock market, information types, and algorithmic complexity

DOI10.1134/S0032946006030082MaRDI QIDQ415678zbMATH OpenOpenAlexFDO

Authors V. P. Maslov, Vladimir V. V'yugin

Publication date 9 May 2012

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0032946006030082

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)

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• Combinatorial foundations of information theory and the calculus of probabilities
• Papers on probability, statistics and statistical physics. Ed. by R. D. Rosenkrantz.
• Probability and finance. It's only a game!

Cited in

(4)

• Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits*
• On the principle of increasing complexity in portfolio formation on the stock exchange
• The complexity of an investment competition dynamical model with imperfect information in a security market
• A sufficient condition for a riskless distribution of investments

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