Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis
Deckstar
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 :)
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7 data points · 2021-08-01 → 2023-07-01How do you feel about this project?
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