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Han


UC Berkeley

Aktiv seit 2011

Followers: 0   Following: 0

Nachricht

I am interested in machine learning and monte carlo based simulations for physics and finance.
Professional Interests: machine learning, image processing

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  • 5-Star Galaxy Level 2
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Fractal Volatility through Variation Index
VARINDX calculates the variation index and fractal dimension of a financial time series.

mehr als 13 Jahre vor | 2 Downloads |

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Gesendet


Flipping Trade Signals
Simulation to explore changing all long trade signals to short on a geometric brownian motion path.

mehr als 13 Jahre vor | 1 Download |

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Gesendet


Fractal Volatility of Financial Time Series
Calculates the fractal dimension of a financial timeseries through box counting.

mehr als 13 Jahre vor | 1 Download |

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