multifractal
There are 1 repository under multifractal topic.
- Language:C++ 112
- Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis
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 :)
Language:Jupyter Notebook 42 johncollinsai / markov-switching-multifractal
Python implementation of the Markov-Switching Multifractal model (MSM) of Calvet & Fisher (2004, 2008).
Language:Python 30- multifrac
ivangtorre / multifrac
This is a plugin for ImageJ2 for multifractal analysis of 2D and 3D images. Cite: MULTIFRAC: An ImageJ plugin for multiscale characterization of 2D and 3D stack images . IG Torre, R. J. Heck and AM Tarquis. SoftwareX, 12, 100574.
Language:Java 12 pkestene / xsmurf
a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.
Language:C 10jfraxanet / Loc_LR_Kitaev_AAH
This repository contains the code for the paper "Localization and multifractal properties of the long-range Kitaev chain in the presence of an Aubry-André-Harper modulation".
Language:Jupyter Notebook 2almar92 / fortran90_dynsys
Fortran90 examples of Dynamic Systems
Language:Fortran 0- Language:R 0
