Соловйов, Володимир Миколайович; Соловйова, Вікторія Володимирівна; Тулякова, А. Ш.
(КНЕУ, 2010-11-01)
We briefly describe the idea and the formal foundations of the method, introduce new measures of complexity and illustrate their effectiveness with the example of the Dow Jones index. As a tool, we choose the scale-dependent ...