43 citations · 43 across the 2 of their papers we have counts for
2 papers
physics.soc-ph2006★ 43 cited
Complexity analysis of the stock market
Joongwoo Brian Park, Jeong Won Lee, Jae-Suk Yang +2
We study the complexity of the stock market by constructing -machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexi…
physics.data-an2006
Minimum Entropy Density Method for the Time Series Analysis
Jeong Won Lee, Joongwoo Brian Park, Hang-Hyun Jo +2
The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (…