MATLAB Code Implementation for Monte Carlo Simulation
A comprehensive Monte Carlo simulation program designed for financial, economic, and management research applications
Financial Time Series Analysis
Analysis methodologies for financial time series, featuring commonly used model implementations with a special focus on ARIMA modeling procedures and code implementation insights
Chaos and Fractal Theory: An Emerging Financial Market Framework
Chaos and Fractal Theory represents a cutting-edge financial market framework. This repository provides routine implementations for chaos and fractal analysis, available for download. The code includes demonstrations of key algorithms such as Lyapunov exponent calculation, fractal dimension estimation, and phase space reconstruction for market data analysis.