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    42
  • Rank 656,625 (Top 13 %)
  • Language
    Jupyter Notebook
  • Created over 5 years ago
  • Updated almost 4 years ago

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Repository Details

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 :)