Snippets tagged financial

  • DSL for financial contracts

    Simple domain-specific language (DSL) for describing financial contracts in F#. A contract is represented using a discriminated union. Evaluating a contract gives the orders that may happen at a given date.

    7 people like this

    Posted: 5 years ago by Tomas Petricek

  • Detecting fraud with Benford's law

    Many datasets, particularly those which span several orders of magnitude, have a special property. About 30% of the initial digits of all the data items will be the digit '1'. This can be used to detect fraud, for instance in expenses claims, as people tend to concoct figures which don't have this property. These functions implement one possible test for matching Benford's law. (Credits in the comments.)

    2 people like this

    Posted: 4 years ago by Kit Eason