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

zbMATH Open1141.91652MaRDI QIDQ5436014FDOQ5436014

Authors: Fulai Wang, Qingli Da 

Publication date: 14 January 2008

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zbMATH Keywords

chaoscomplexity theorywhite noiseShanghai stock exchange market

Mathematics Subject Classification ID

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

Cited In (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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