Contains workbook and code for various nonlinear dynamical models and techniques, including Hurst Exponent estimation, Henon and Logistic Attractors, Sierpinski Triangle, Correlation Dimension and Correlation Integral
QUANTITATIVE RESEARCH AND TRADING
The latest theories, models and investment strategies in quantitative research and trading
Contains workbook and code for various nonlinear dynamical models and techniques, including Hurst Exponent estimation, Henon and Logistic Attractors, Sierpinski Triangle, Correlation Dimension and Correlation Integral
One Reply to “Volatility and Nonlinear Dynamics”