PYTHON CODES
I have the Markov Switching Multifractal (MSM) MLE code in Python - Email me if you want it but I am still working on the documentation of the code. The codes is based on the work of Laurent Calvet and Adlai J. Fisher. See Extreme Risk and Fractal Regularity in Finance.

MATLAB CODES

To reproduce Figure 3 in Extreme Risk and Fractal Regularity in Finance by L. Calvet and A. Fisher (2013), download the zipped file: Partition Function. The zipped file contains the MATLAB Function PFUNC and the daily data.

Multifractal Model of Asset Returns (by Christian Wengert)

Mandelbrot Set Matlab Codes (by Mathwork)

Introduction to Alpha-Stable distributions (with Matlab code by Mark Veillette)

R CODES

Partition Function for Scaling Moment (by Samuel Jeeban)

Markov Switching Multifractal (MSM) Model Simulation (by Samuel Jeeban)

OTHER COOL FRACTAL STUFF

How to Plot the Mandelbrot Set by Hand (By Wikihow)  

Comments