Deckstar/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 :)

语言：Jupyter Notebook · GitHub 星标：47 · Fork：8

话题：data-analysis · finance · jupyter-lab · jupyter-notebook · mandelbrot · mmar · montecarlo-simulation · multifractal

在 GitHub 上查看原仓库