
Han
UC Berkeley
2011년부터 활동
Followers: 0 Following: 0
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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제출됨
Fractal Volatility through Variation Index
VARINDX calculates the variation index and fractal dimension of a financial time series.
13년 초과 전 | 다운로드 수: 2 |

제출됨
Flipping Trade Signals
Simulation to explore changing all long trade signals to short on a geometric brownian motion path.
13년 초과 전 | 다운로드 수: 1 |

제출됨
Fractal Volatility of Financial Time Series
Calculates the fractal dimension of a financial timeseries through box counting.
13년 초과 전 | 다운로드 수: 2 |
