Tuesday, February 15, 2011
Playing with my encoder
Doing preliminary research and I use my Huffman encoder to measure information content. Not ready for prime time. I just started looking at information content in stock prices for the SP100. I take all stocks and reduce the resolution of the prices. Run them through the encoder, and look at the amount of coding work. Then raise the resolution, repeat. I am looking for the point at which any increase in resolution yields no better information content. This is a simple minded exercise in channel simulation, sort of a first glance. I am looking for the minimum set of channel components that describe the corporations in the index without mutual interference.
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