Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm

2008/09/06 by Armin Shmilovici, Y. Kahiri, Yoav Kahiri +3 · 1 citation
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Algorithms and Data Compression #Complex Systems and Time Series Analysis #Stock Market Forecasting Methods

paper · doi:10.1007/s10614-008-9153-3

openalex publication_date 2008/09/06 · crossref created 2008/09/06 · crossref issued 2008/09/07 · crossref published 2008/09/07 · crossref published-online 2008/09/07 · crossref published-print 2009/03/01 · crossref deposited 2020/05/08 · openalex created_date 2025/10/10 · crossref indexed 2026/05/14 · openalex updated_date 2026/07/23

Citations

• Prediction and Entropy of Printed English
• Relations between entropy and error probability
• Efficient market hypothesis and forecasting
• The Efficient Market Hypothesis and Its Critics
• The Kappa Statistic in Reliability Studies: Use, Interpretation, and Sample Size Requirements

Cited by

• Data compression [wikipedia]