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jupyter-lab

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a web system to allow users to automatically record history and manage complicated scientific workflows in web browsers involving the online spatial data facilities, high-performance computation platforms, and open-source libraries.

  • Updated Jul 15, 2021
  • JavaScript
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 :)

  • Updated Nov 26, 2020
  • Jupyter Notebook

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