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Han


UC Berkeley

Active since 2011

Followers: 0   Following: 0

Message

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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Submitted


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

bijna 13 jaar ago | 1 download |

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Submitted


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

ongeveer 13 jaar ago | 1 download |

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Submitted


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

ongeveer 13 jaar ago | 2 downloads |

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