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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Files | |
| beta_calculator.cpp | |
| Implementation of online BetaVelocity calculator (AGT-13 / SRFM). | |
| beta_calculator.hpp | |
| Online BetaVelocity calculator from streaming price data (AGT-13 / SRFM) | |
1.9.8