Numerical simulations of cryptocurrency asset flow fractional differential equations

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dc.contributor.author Moutsinga, Claude Rodrigue Bambe
dc.contributor.author Pindza, Edson
dc.contributor.author Mare, Eben
dc.date.accessioned 2023-04-24T07:29:45Z
dc.date.available 2023-04-24T07:29:45Z
dc.date.issued 2022-10-01
dc.description.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. en_US
dc.description.department Mathematics and Applied Mathematics en_US
dc.description.librarian am2023 en_US
dc.description.uri http://www.naturalspublishing.com/show.asp?JorID=1&pgid=0 en_US
dc.identifier.citation Moutsinga, C.R.B., Pindza, E., Mare, E. 2022, 'Numerical simulations of cryptocurrency asset flow fractional differential equations', Applied Mathematics & Information Sciences, vol. 16, no. 5, pp. 761-771, doi : 10.18576/amis/160510. en_US
dc.identifier.issn 1935-0090 (print)
dc.identifier.issn 2325-0399 (online)
dc.identifier.other 10.18576/amis/160510
dc.identifier.uri http://hdl.handle.net/2263/90423
dc.language.iso en en_US
dc.publisher Natural Sciences Publishing en_US
dc.rights © 2022 NSP Natural Sciences Publishing Cor. This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Applied Mathematics and Information Sciences following peer review. The definitive publisher-authenticated version: Moutsinga, C.R.B., Pindza, E., Mare, E. 2022, 'Numerical simulations of cryptocurrency asset flow fractional differential equations', Applied Mathematics & Information Sciences, vol. 16, no. 5, pp. 761-771, doi : 10.18576/amis/160510 is available online at: http://www.naturalspublishing.com/show.asp?JorID=1&pgid=0. en_US
dc.subject Cryptocurrency en_US
dc.subject Chebyshev polynomial en_US
dc.subject Fractional integral en_US
dc.subject Spectral method en_US
dc.title Numerical simulations of cryptocurrency asset flow fractional differential equations en_US
dc.type Postprint Article en_US


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