All Categories → No Category → multifractal

Top 1 multifractal open source projects

Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis
I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)
1-1 of 1 multifractal projects