Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Directories

 srfm
 

Files

 portfolio_manifold.hpp
 N-Asset Minkowski Covariance Matrix and Spacetime Causal Graph.
 
 relativistic_optimizer.hpp
 Relativistic Portfolio Optimization on the Financial Manifold.