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Quantitative Finance Volume 14, 2014 - Issue 5
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A computational definition of financial randomness

Olivier BrandouySorbonne Graduate Business School (IAE), Université de Paris 1, Paris, France.
,
Jean-Paul DelahayeLaboratoire d’Informatique Fondamentale de Lille, Université de Lille 1, Lille, France.
&
Lin MaÉcole Universitaire de Management, Université de Lille 1, Lille, France.Correspondence[email protected]
Pages 761-770 | Received 05 Jan 2011, Accepted 23 Jul 2013, Published online: 15 Apr 2014

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Jordan Mann & J. Nathan Kutz. (2016) Dynamic mode decomposition for financial trading strategies. Quantitative Finance 16:11, pages 1643-1655.
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Yue Wu, Pengjian Shang & Shijian Chen. (2019) Modified multifractal large deviation spectrum based on CID for financial market system. Physica A: Statistical Mechanics and its Applications 523, pages 1331-1342.
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