Added: May 06, 2013 | Visits: 525
Simulates a Multifractal Model of Asset Return using a multiplicative lognormal cascade See the following papaer A Multifractal Model of Asset Returns by B Mandelbrot - 1997The current implementation uses the generator for the fractional brownian motion from B. Scott Jackson. Many thanks!
Platforms: Matlab
Added: August 03, 2013 | Visits: 574
This script implements Mandelbrot's method for generating realistic stock price graphs based on a simple fractal rule. It keeps subdividing the graph by three and adding a "generator" to create fractal behavior.Reference:Benoit B. Mandelbrot, A Multifractal Walk down Wall Street, Scientific...
Platforms: Matlab
Windows Software
Albina Merfyn - I find this to be really easy to use. I can...
