MathGroup Archive 2001

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Re: Mandelbrot

  • To: mathgroup at
  • Subject: [mg28810] Re: Mandelbrot
  • From: lpuls at (LPULS)
  • Date: Mon, 14 May 2001 01:33:01 -0400 (EDT)
  • References: <9b8op0$>
  • Sender: owner-wri-mathgroup at

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,

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