Econophysics-Project

A project worked on during exchange studies at Nanyang Technological University during the Spring semester 2019.

Authors: Juan Fernández & Aaron Elijah

Name		Name	Last commit message	Last commit date
Latest commit History 64 Commits
.ipynb_checkpoints		.ipynb_checkpoints
__pycache__		__pycache__
.DS_Store		.DS_Store
.gitattributes		.gitattributes
AutoCorr.png		AutoCorr.png
BTC.png		BTC.png
BTCUSD.png		BTCUSD.png
Econophysics Project Notes.ipynb		Econophysics Project Notes.ipynb
FBM (Not working, found python library).py		FBM (Not working, found python library).py
Fit.png		Fit.png
GARCHsimul.png		GARCHsimul.png
Hurst.png		Hurst.png
Hurst_A.py		Hurst_A.py
Hurst_Juan.py		Hurst_Juan.py
LICENSE		LICENSE
MBM.py		MBM.py
MBM_gaussian.png		MBM_gaussian.png
MBM_logistic.png		MBM_logistic.png
MBM_simulation.png		MBM_simulation.png
MBM_sin.png		MBM_sin.png
Mean_prediction.png		Mean_prediction.png
README.md		README.md
Screen Shot 2019-04-10 at 2.58.14 PM.png		Screen Shot 2019-04-10 at 2.58.14 PM.png
USACPI.csv		USACPI.csv
Untitled.mov		Untitled.mov
Vol_prediction.png		Vol_prediction.png
gemini_BTCUSD_2015_1min.csv		gemini_BTCUSD_2015_1min.csv
gemini_BTCUSD_2016_1min.csv		gemini_BTCUSD_2016_1min.csv
gemini_BTCUSD_2017_1min.csv		gemini_BTCUSD_2017_1min.csv
gemini_BTCUSD_2018_1min.csv		gemini_BTCUSD_2018_1min.csv
gemini_ETHBTC_2018_1min.csv		gemini_ETHBTC_2018_1min.csv
gemini_ETHUSD_2016_1min.csv		gemini_ETHUSD_2016_1min.csv
gemini_ETHUSD_2017_1min.csv		gemini_ETHUSD_2017_1min.csv
gemini_ETHUSD_2018_1min.csv		gemini_ETHUSD_2018_1min.csv
gemini_ZECBTC_2018_1min.csv		gemini_ZECBTC_2018_1min.csv
gemini_ZECETH_2018_1min.csv		gemini_ZECETH_2018_1min.csv
gemini_ZECUSD_2018_1min.csv		gemini_ZECUSD_2018_1min.csv

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