Financial Markets: Very Noisy Information Processing

  • Yaser S. Abu-MostafaAbstract
  • Published 1998

Abstract

Financial Markets: Very Noisy Information Processing Malik Magdon-Ismail, Alexander Nicholson and Yaser S. Abu-Mostafa Abstract| We report new results about the impact of noise on information processing, with application to nancial markets. These results quantify the tradeo between the amount of data and the noise level in the data. They also provide… (More)

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