Han - MATLAB Central
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Han


UC Berkeley

Actif depuis 2011

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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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A soumis


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

plus de 13 ans il y a | 2 téléchargements |

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A soumis


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

plus de 13 ans il y a | 1 téléchargement |

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A soumis


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

plus de 13 ans il y a | 2 téléchargements |

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