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

Distribution of investments in the stock market, information types, and algorithmic complexity For a simplest mathematical model of a stock market, the problem of optimal distribution of investments among different securities (stocks, bonds, etc.) is considered. Our results, which are obtained in terms of algorithmic complexity, allow to discuss heuristically the properties of sufficiently complex security portfolios in the conditions of daily changing return rates. All considerations are given in the combinatorial framework and do not use any probabilistic models. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

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

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Publisher
Nauka/Interperiodica
Copyright
Copyright © 2006 by Pleiades Publishing, Inc.
Subject
Engineering; Communications Engineering, Networks; Electrical Engineering; Information Storage and Retrieval; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S0032946006030082
Publisher site
See Article on Publisher Site

References

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