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The research of how to quantitatively depict the complexity, nonlinearity of stock market is now in the ascendant. The criterion methods, which could not comparably measure the complexity degree, have been generally adopted for the depiction research on stock market complexity up to now. The analysis of the complexity characteristic of stock market was deepened through introducing characteristic quantities...
The Lempel-Ziv algorithm is not fully suitable for measuring the complexity of short series. When the Lempel-Ziv algorithm is applied, the assumption that the sequence must be long enough is always ignored: the series length is usually too large, and the equi-probability assumption also is not considered in some papers. Based on these facts, the universal algorithm of trial and error is presented...
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