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I only met Prof. Mandelbrot once, at a Santa Fe Institute/CSFB conference, and I remember being astounded that he could explain decades of groundbreaking and highly technical work in just three words: “I study roughness.” This, of course, was the basis of his fractal geometry work (not just work, but invention!), and these concepts were extended to modeling and analysis of financial markets. When I first read this book I underlined almost every paragraph, as I was in the midst of a crisis involv
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Nov 13, 2020
Jingfei Zhang
marked it as to-read
