Essays about: "Benfords Lag"

Found 2 essays containing the words Benfords Lag.

  1. 1. Financial Applications of Benford’s Law - A Mathematical Approach for Analyzing Financial Market Behaviour

    University essay from KTH/Matematisk statistik

    Author : Peter Lindgren; Lucas Ternqvist; [2021]
    Keywords : Benford s Law; Financial market; Chi-square test; Index Indices ; Equity Equities ; Technical analysis; Volatility; Volume; Forecasting; Benfords Lag; Finansmarknaden; Chi-square test; Index; Aktier; Teknisk Analys; Volatilitet; Volym; Prognosticering;

    Abstract : The increasing usage of algorithms and extensive collections of data have changed the discipline of finance and created new possibilities for analyzing the financial markets. To further explore the potential of developing new methods for understanding financial market behaviour, this thesis examines the first digit probability distribution of Benford's Law and its applicability within the financial markets. READ MORE

  3. 2. Benfords law and the characteristic Polynomial of a CUE Matrix

    University essay from KTH/Matematik (Avd.)

    Author : Nedialko Stoyanov Bradinoff; [2021]
    Keywords : ;

    Abstract : Benford’s Law describes a profound behavior that the leading digits of many quantities arising from mathematics, physics, finance, and engineering exhibit. In this text we prove Benford’s Law for the absolute value of the characteristic polynomial det (U-λI) of the CUE(N) as N →∞. READ MORE