multifractal topic
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multifractal repositories
andes
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Experimental sound synthesiser based on Perlin noise
Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis
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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, Laure...
markov-switching-multifractal
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Python implementation of the Markov-Switching Multifractal model (MSM) of Calvet & Fisher (2004, 2008).