@inproceedings{d70663a2df5146cfb42ef58908511f43,
title = "Complexity and entropy density analysis of the Korean stock market",
abstract = "In this paper, we studied complexity and entropy density of stock market by modeling e -machine of Korean Composition Stock Price Index (KOSPI) from year 1992 to 2003 using causal-state splitting reconstruction (CSSR) algorithm.",
keywords = "ε-machine, Computational mechanics, Econophysics, Entropy density, Statistical complexity",
author = "Park, {J. B.} and Lee, {J. W.} and Jo, {H. H.} and Yang, {J. S.} and Moon, {H. T.}",
year = "2006",
doi = "10.2991/jcis.2006.97",
language = "English",
isbn = "9078677015",
series = "Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006",
booktitle = "Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006",
note = "9th Joint Conference on Information Sciences, JCIS 2006 ; Conference date: 08-10-2006 Through 11-10-2006",
}