multifractal

Experimental sound synthesiser based on Perlin noise

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 :)

This is a plugin for ImageJ2 for multifractal analysis of 2D and 3D images. Cite: MULTIFRAC: An ImageJ plugin for multiscale characterization of 2D and 3D stack images . IG Torre, R. J. Heck and AM Tarquis. SoftwareX, 12, 100574.

a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.

Conditional Probability of Exceedance (CPE): a nonparametric, live-deployed cross-asset tail co-movement signal framework across 161 instruments, plus multifractal predictability-limit research.

This repository contains the code for the paper "Localization and multifractal properties of the long-range Kitaev chain in the presence of an Aubry-André-Harper modulation".

Bayesian Multifractal Image Segmentation

Python-based QGIS tool for investigating long-range correlations and multifractal characteristics of time series through Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA).

Implementación MF-DFA para IBEX 35 (TFG)

Multifractal volatility forecasting pipeline inspired by Benoit Mandelbrot’s work on financial fractals. Builds HAR-style baseline targets from CRSP S&P 500 constituent returns, then adds MF-DFA–based multifractality features (e.g., ΔH).

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.

Chaos game representation + 2D multifractal cross-correlation (MF-X-DFA) for gene prioritization (Theory in Biosciences 2024, doi:10.1007/s12064-024-00418-3)

Toy model for exploring complex system properties in a slow driven disordered medium following threshold dynamics and stress redistribution schemes. The tool can be used to explore phase transitions, fractal and multifractal properties, as well as self-organized criticality.

End-to-End Python implementation of Zwydak et al.'s (2026) non-parametric framework for flagging artificial trading activity on centralised crypto exchanges. Uses MFDFA multifractal spectra, sign-preserving DCCA, ApEn/SampEn and mean-shift change-point detection on 1-minute tick panels.

Python reproduction of the self-organizing 3D Ising model of financial markets (Guimaraes & Lima, PRE 2021). Generates fat-tailed return distributions, volatility clustering, and long-range memory via Monte Carlo simulation with Numba acceleration.

MSM volatility-regime detection fused with LLM news sentiment and TimeGPT for event-driven trading. Regime-conditioned sizing, walk-forward ablation backtester, and a sub-ms sizing service that plugs into an existing HFT bot.

Clasificación de movimientos artísticos con MF-DFA 2D y TDA (homología persistente). Extrae features multifractales y topológicas de imágenes de arte.

Fortran90 examples of Dynamic Systems