Sökning: "Benford’s law"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Benford’s law.

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

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Peter Lindgren; Lucas Ternqvist; [2021]
   Nyckelord :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;

   Sammanfattning : 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. LÄS MER

3. 2. Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law

   Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Författare :Richard Wright; Erik Munther; [2021]
   Nyckelord :Benford s Law; S P 500; STOXX Europe 600; Financial Markets; Stock Crash.;

   Sammanfattning : Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis. LÄS MER

4. 3. Benford’s Law: Analysis of the trustworthiness of COVID-19 reporting in the context of different political regimes

   Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Författare :Leonid Burlac; Nikolaos Giannakis; [2021]
   Nyckelord :Benford s law; Covid-19; Chi-square; MAD; distribution distance;

   Sammanfattning : In order for governments and demographers to, among other things, design policies and pensionplans, as well as for insurance companies to offer policies that serve general public, having reliable mortality data plays a crucial role. The academic world works actively in developing tools (models and methods) that can, based on collected mortality data, forecast future death rates in the observed population. LÄS MER

5. 4. Assessing practicalities of Benford’s Law - A study of the law’s potential to detect fraud in transactional data

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jacob Wennberg; Esaias Rosencrantz Ollén; [2021]
   Nyckelord :Benford; Benford s Law; AML; Fraud; Kolmogorov-Smirnov; Business and Economics;

   Sammanfattning : Abstract In modern anti-money laundering operations, data analysis plays a vital role. One method of detecting fraudulent data is Benford’s law, which predicts the distribution of the first significant digits in logarithmically distributed data. Deviation from Benford’s law in data where it should be present might indicate manipulated data. LÄS MER

7. 5. Benfords law and the characteristic Polynomial of a CUE Matrix

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Nedialko Stoyanov Bradinoff; [2021]
   Nyckelord :;

   Sammanfattning : 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 →∞. LÄS MER