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Information Transfer in Financial Markets

Chapter
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Abstract

In 1900 a young French mathematician named Louis Bachelier published his PhD thesis entitled Théorie de la spéculation

Keywords

Financial Market Information Transfer Market Index Transfer Entropy Stock Market Index 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.School of Computing and MathematicsCharles Sturt UniversityBathurstAustralia
  2. 2.Department of InformaticsUniversity of SussexBrightonUK
  3. 3.Department of Civil EngineeringUniversity of SydneyDarlingtonAustralia

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