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A computational definition of financial randomness

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  • Olivier Brandouy
  • Jean-Paul Delahaye
  • Lin Ma

Abstract

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Suggested Citation

  • Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2014. "A computational definition of financial randomness," Quantitative Finance, Taylor & Francis Journals, vol. 14(5), pages 761-770, May.
    • Handle: RePEc:taf:quantf:v:14:y:2014:i:5:p:761-770
    DOI: 10.1080/14697688.2013.829243
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    Cited by:

    1. Wu, Yue & Shang, Pengjian & Chen, Shijian, 2019. "Modified multifractal large deviation spectrum based on CID for financial market system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1331-1342.
    2. Singh, Mrinila & Maharjan, Keshav Lall & Maskey, Bijan, 2015. "Factors influencing organic farm income in Chitwan district of Nepal," 2015 Conference, August 9-14, 2015, Milan, Italy 212234, International Association of Agricultural Economists.
    3. Jordan Mann & J. Nathan Kutz, 2016. "Dynamic mode decomposition for financial trading strategies," Quantitative Finance, Taylor & Francis Journals, vol. 16(11), pages 1643-1655, November.

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