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dc.contributor.author
Pepic, Selena
dc.contributor.supervisor
Sornette, Didier
dc.contributor.supervisor
Hofmann, Thomas
dc.date.accessioned
2021-07-28T06:50:16Z
dc.date.available
2021-07-27T14:03:13Z
dc.date.available
2021-07-28T06:50:16Z
dc.date.issued
2021-05-22
dc.identifier.uri
http://hdl.handle.net/20.500.11850/497911
dc.identifier.doi
10.3929/ethz-b-000497911
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
ETH Zurich, Department of Computer Science
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.title
Multifractal volatility predictors for enhanced portfolio strategies
en_US
dc.type
Master Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
69 p.
en_US
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02150 - Dep. Informatik / Dep. of Computer Science::02661 - Institut für Maschinelles Lernen / Institute for Machine Learning::09462 - Hofmann, Thomas / Hofmann, Thomas
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
en_US
ethz.date.deposited
2021-07-27T14:03:18Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2021-07-28T06:50:21Z
ethz.rosetta.lastUpdated
2022-03-29T10:45:34Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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