Abstract:
The cryptocurrency market has grown exponentially since its inception in 2009. Asset price movements in this emerging
market have been the subject of several research studies aimed at explaining their patterns. This article proposes a robust fractional
time spectral method for studying a three-dimensional fractional differential equation which describes the flow and stability of
cryptocurrency assets. The method relies on the fractional spectral integration matrix operator. We demonstrate the efficiency of the
numerical method with comparison to existing methods.
