Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems

Show simple item record

dc.contributor.author Moutsinga, Claude Rodrigue Bambe
dc.contributor.author Pindza, Edson
dc.contributor.author Mare, Eben
dc.date.accessioned 2022-05-06T06:28:52Z
dc.date.issued 2021-04
dc.description.abstract A comparative performance analysis of two spectral methods on the hyperchaotic finance system (HCFS) and the cryptocurrency pricing problem (CPP) is proposed. The first approach uses a differentiation matrix, the second method considers an integration matrix on a single and multiple domains when the time intervals are large. Numerical simulations are performed against the well established numerical method, Chebfun. It turns out that the spectral method using itegration matrix is more efficient than the other methods on both problems. en_US
dc.description.department Mathematics and Applied Mathematics en_US
dc.description.embargo 2023-02-17
dc.description.librarian hj2022 en_US
dc.description.uri http://www.elsevier.com/locate/chaos en_US
dc.identifier.citation Moutsinga, C.R.B., Pindza, E. & Maré, E. 2021, 'Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems', Chaos, Solitons and Fractals, vol. 145, art. 110770, pp. 1-10, doi : 10.1016/j.chaos.2021.110770. en_US
dc.identifier.issn 0960-0779
dc.identifier.other 10.1016/j.chaos.2021.110770
dc.identifier.uri https://repository.up.ac.za/handle/2263/85115
dc.language.iso en en_US
dc.publisher Elsevier en_US
dc.rights © 2021 Elsevier Ltd. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Chaos, Solitons and Fractals. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. A definitive version was subsequently published in Chaos, Solitons and Fractals, vol. 145, art. 110770, pp. 1-10, 2021. doi : 10.1016/j.chaos.2021.110770. en_US
dc.subject Hyperchaotic finance system (HCFS) en_US
dc.subject Cryptocurrency pricing problem (CPP) en_US
dc.subject Spectral methods en_US
dc.subject Chebyshev polynomials en_US
dc.subject Domain decomposition en_US
dc.title Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems en_US
dc.type Postprint Article en_US


Files in this item

This item appears in the following Collection(s)

Show simple item record