Han

UC Berkeley

Attivo dal 2011

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Messaggio

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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Inviato

Fractal Volatility through Variation Index
VARINDX calculates the variation index and fractal dimension of a financial time series.

oltre 14 anni fa | 1 download |

5.0 / 5

Inviato

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

oltre 14 anni fa | 1 download |

0.0 / 5

Inviato

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

oltre 14 anni fa | 1 download |

1.0 / 5