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