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

dc.contributor.authorMoutsinga, Claude Rodrigue Bambe
dc.contributor.authorPindza, Edson
dc.contributor.authorMare, Eben
dc.contributor.emaileben.mare@up.ac.zaen_US
dc.date.accessioned2022-05-06T06:28:52Z
dc.date.issued2021-04
dc.description.abstractA 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.departmentMathematics and Applied Mathematicsen_US
dc.description.embargo2023-02-17
dc.description.librarianhj2022en_US
dc.description.urihttp://www.elsevier.com/locate/chaosen_US
dc.identifier.citationMoutsinga, 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.issn0960-0779
dc.identifier.other10.1016/j.chaos.2021.110770
dc.identifier.urihttps://repository.up.ac.za/handle/2263/85115
dc.language.isoenen_US
dc.publisherElsevieren_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.subjectHyperchaotic finance system (HCFS)en_US
dc.subjectCryptocurrency pricing problem (CPP)en_US
dc.subjectSpectral methodsen_US
dc.subjectChebyshev polynomialsen_US
dc.subjectDomain decompositionen_US
dc.titleComparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systemsen_US
dc.typePostprint Articleen_US

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