An improvement of the present complexity theory and its application to the stock exchange market

MaRDI QIDQ5436014zbMATH OpenFDO

Authors Fulai Wang, Qingli Da

Publication date 14 January 2008

zbMATH Keywords

chaoscomplexity theorywhite noiseShanghai stock exchange market

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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(3)

• Improvement of complexity measure method and its application to the stock exchange market
• On the principle of increasing complexity in portfolio formation on the stock exchange
• Unraveling chaotic attractors by complex networks and measurements of stock market complexity

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