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multifractal

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Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis

I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)

  • Updated Nov 26, 2020
  • Jupyter Notebook

Real-time Procedural Multifractal Terrain Generation, developed in C++/OpenGL, that generates infinite multifractal terrains using Fractal Brownian Motion and Perlin Noise. Features Physically-Based Rendering (PBR), Image-Based Lighting (IBL), HDR skybox and Volumetric Fog Rendering.

  • Updated Dec 16, 2024
  • C++

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