2 citations · 2 across the 4 of their papers we have counts for
4 papers
The -generalised Distribution for Stock Returns
Samuel Forbes
Empirical evidence shows stock returns are often heavy-tailed rather than normally distributed. The -generalised distribution, originated in the context of statistical physics b…
Linear Regression for Power Law Distribution Fitting
Samuel Forbes
We fit the exponent of the Pareto distribution, that is equivalent or can approximate the continuous power law distribution given a cutoff point, using linear regression (LR). We u…
A Study of the Probability Distribution of the Balls in Bins Process with Power Law Feedback
Samuel Forbes
We analyse the balls in bins process with feedback with primary focus on the power law feedback function , . Using the recursive solution to the mast…
A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process
Samuel Forbes, Stefan Grosskinsky
We study the wealth distribution of UK households through a detailed analysis of data from wealth surveys and rich lists, and propose a non-linear Kesten process to model the dynam…