11 citations · 14 across the 3 of their papers we have counts for
3 papers
Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity
Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi +1
The so-called Benford's laws are of frequent use in order to observe anomalies and regularities in data sets, in particular, in election results and financial statements. Yet, basi…
Modified Brownian Motion Approach to Modelling Returns Distribution
Gurjeet Dhesi, Muhammad Bilal Shakeel, Ling Xiao
An innovative extension of Geometric Brownian Motion model is developed by incorporating a weighting factor and a stochastic function modelled as a mixture of power and trigonometr…
Semiclosed Pricing Mechanism
Dr. Gurjeet Dhesi, Mohammad Abdul Washad Emambocus, Muhammad Bilal Shakeel
This paper aims at designing the different important components of a semi-closed simulated stock market (pricing mechanism, stock allocation and news generation). The purpose is to…