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Fractional investigation of bank data with fractal-fractional Caputo derivative

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  • Li, Zhongfei
  • Liu, Zhuang
  • Khan, Muhammad Altaf

Abstract

A novel investigation for banking data through mathematical model with a novel operator known as fractal-fractional in the sense of Caputo derivative is presented. We present the comparative analysis of rural and commercial banks data of Indonesia for the years 2004–2014 through a differential equation. We estimate some reasonable set of parameters for both the data and then present the numerical results. We show that the solution of the fractal-fractional model exists and unique. A novel numerical procedure for the fractal-fractional model with details is presented. Various graphical results are presented when considering the values of fractal and fractional order. We show that varying both the orders we have best fitting to the data.

Suggested Citation

  • Li, Zhongfei & Liu, Zhuang & Khan, Muhammad Altaf, 2020. "Fractional investigation of bank data with fractal-fractional Caputo derivative," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
    • Handle: RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304795
    DOI: 10.1016/j.chaos.2019.109528
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    6. Fatmawati, & Khan, Muhammad Altaf & Azizah, Muftiyatul & Windarto, & Ullah, Saif, 2019. "A fractional model for the dynamics of competition between commercial and rural banks in Indonesia," Chaos, Solitons & Fractals, Elsevier, vol. 122(C), pages 32-46.
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    9. Qureshi, Sania & Atangana, Abdon, 2019. "Mathematical analysis of dengue fever outbreak by novel fractional operators with field data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 526(C).
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