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Study and Comparison of Procedures for Testing Statistical Hypotheses on Degree Distribution of the Market Graph

Student: Iuliia Lariushina

Supervisor: Petr Koldanov

Faculty: Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod)

Educational Programme: Data Mining (Master)

Year of Graduation: 2017

The paper examines the approaches to the stock market research and to testing the hypotheses on the distribution of the degrees of the vertices of the market graph. Most cited literature on this topic and less well-known articles are considered. The methods used to test hypotheses are discussed and their critical evaluation is given. Within the framework of this work, hypotheses about log-normal, power-law distributions of degrees of vertices are tested, a comparative analysis of the results is given. All the results obtained and the conclusions drawn are described in detail in the paper.

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