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https://westminsterresearch.westminster.ac.uk/researcher/v2zyv/mr-georgy-urumov
- https://orcid.org/0009-0002-0516-615X
- in/georgy-urumov-256617293
- @georgyurumoff
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volatility-regime-classification
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This repo is for my articles published on Medium.com
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stock-market-crashes
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How to detect stock market crashes with topology.
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Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis
Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis PublicForked from Deckstar/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, La…
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