Numerical simulations of cryptocurrency asset flow fractional differential equations

dc.contributor.authorMoutsinga, Claude Rodrigue Bambe
dc.contributor.authorPindza, Edson
dc.contributor.authorMare, Eben
dc.date.accessioned2023-04-24T07:29:45Z
dc.date.available2023-04-24T07:29:45Z
dc.date.issued2022-10-01
dc.description.abstractThe 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.departmentMathematics and Applied Mathematicsen_US
dc.description.librarianam2023en_US
dc.description.urihttp://www.naturalspublishing.com/show.asp?JorID=1&pgid=0en_US
dc.identifier.citationMoutsinga, 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.issn1935-0090 (print)
dc.identifier.issn2325-0399 (online)
dc.identifier.other10.18576/amis/160510
dc.identifier.urihttp://hdl.handle.net/2263/90423
dc.language.isoenen_US
dc.publisherNatural Sciences Publishingen_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.subjectCryptocurrencyen_US
dc.subjectChebyshev polynomialen_US
dc.subjectFractional integralen_US
dc.subjectSpectral methoden_US
dc.titleNumerical simulations of cryptocurrency asset flow fractional differential equationsen_US
dc.typePostprint Articleen_US

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