[Date Index] [Thread Index] [Author Index]

Re: Mandelbrot

• To: mathgroup at smc.vnet.net
• Subject: [mg28810] Re: Mandelbrot
• From: lpuls at aol.com (LPULS)
• Date: Mon, 14 May 2001 01:33:01 -0400 (EDT)
• References: <9b8op0$7f1@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

Hi Serena, I too am a Mathematica newbie and am interested in Mandelbrot's ideas in
finance. Are you also interested in his work on Hurst exponent scaling and
Pareto-Levy distributions as applied to financial time series?  Some online
postings have expressed interest in using Mathematica to find closed-form solutions of
Pareto-Levy probability distribution functions, but I have not seen any recent
discussions.  When I get a chance to borrow Mandelbrot's book again, I'll also
look into constructing the cartoons.
Hoping to hear of your further developments,
Lou