Skip to content
#

multifractal

Here are 7 public repositories matching this topic...

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 :)

  • Updated Nov 26, 2020
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the multifractal topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the multifractal topic, visit your repo's landing page and select "manage topics."

Learn more