In the present article, a novel emotional complexity marker is proposed for classification of discrete emotions induced by affective video film clips. Principal Component Analysis (PCA) is applied to full-band specific phase space trajectory matrix (PSTM) extracted from short emotional EEG segment of 6 s, then the first principal component is used to measure the level of local neuronal complexity. As well, Phase Locking Value (PLV) between right and left hemispheres is estimated for in order to observe the superiority of local neuronal complexity estimation to regional neuro-cortical connectivity measurements in clustering nine discrete emotions (fear, anger, happiness, sadness, amusement, surprise, excitement, calmness, disgust) by using Long-Short-Term-Memory Networks as deep learning applications. In tests, two groups (healthy females and males aged between 22 and 33 years old) are classified with the accuracy levels of 68.52% and 79.36% through the proposed emotional complexity markers and and connectivity levels in terms of PLV in amusement. The groups are found to be statistically different (p << 0.5) in amusement with respect to both metrics, even if gender difference does not lead to different neuro-cortical functions in any of the other discrete emotional states. The high deep learning classification accuracy of 98.00% is commonly obtained for discrimination of positive emotions from negative emotions through the proposed new complexity markers. Besides, considerable useful classification performance is obtained in discriminating mixed emotions from each other through full-band connectivity features. The results reveal that emotion formation is mostly influenced by individual experiences rather than gender. In detail, local neuronal complexity is mostly sensitive to the affective valance rating, while regional neuro-cortical connectivity levels are mostly sensitive to the affective arousal ratings.