qdmc

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Alikhabazian0 / qDMC-Multiscale-Finance

Python implementation of multifractal detrended multiple cross-correlation (qDMC) for financial time series, with multiscale analysis, numerical diagnostics, and correlation-network visualization.

monte-carlo networkx multifractal-analysis multiscale-analysis significance-testing correlation-networks qdmc detrended-cross-correlation matrix-diagnostics

Updated Oct 13, 2026
Python

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