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A collection of simple models of financial markets implemented in Julia

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FinancialModels

A collection of simple models of financial markets implemented in Julia

Authors

  • Ivan Jericevich
  • Patrick Chang
  • Tim Gebbie

Models

  • Jacob-Leal
  • Farmer-Joshi

Example Usage

Julia REPL

Install the project

julia> ] add https://github.com/IvanJericevich/FinancialModels

Run a simulation

julia> jacob_leal = Simulate(JacobLealParameters())

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A collection of simple models of financial markets implemented in Julia

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