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Fractional market dynamics

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Cited by:

  1. Valentina V. Tarasova & Vasily E. Tarasov, 2016. "Fractional Dynamics of Natural Growth and Memory Effect in Economics," Papers 1612.09060, arXiv.org, revised Jan 2017.
  2. Ravi Agarwal & Snezhana Hristova & Donal O’Regan, 2018. "Applications of Lyapunov Functions to Caputo Fractional Differential Equations," Mathematics, MDPI, vol. 6(11), pages 1-17, October.
  3. Lin, Zifei & Li, Jiaorui & Li, Shuang, 2016. "On a business cycle model with fractional derivative under narrow-band random excitation," Chaos, Solitons & Fractals, Elsevier, vol. 87(C), pages 61-70.
  4. Wang, Fei & Yang, Yongqing, 2018. "Intermittent synchronization of fractional order coupled nonlinear systems based on a new differential inequality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 142-152.
  5. Peng, Qiu & Jian, Jigui, 2023. "Synchronization analysis of fractional-order inertial-type neural networks with time delays," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 205(C), pages 62-77.
  6. Yi Chen & Jing Dong & Hao Ni, 2021. "ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations," Mathematics of Operations Research, INFORMS, vol. 46(2), pages 559-594, May.
  7. Sharma, Vivek & Shukla, Manoj & Sharma, B.B., 2018. "Unknown input observer design for a class of fractional order nonlinear systems," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 96-107.
  8. Tavazoei, Mohammad Saleh & Haeri, Mohammad, 2008. "Synchronization of chaotic fractional-order systems via active sliding mode controller," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 57-70.
  9. Ge, Zheng-Ming & Yi, Chang-Xian, 2007. "Chaos in a nonlinear damped Mathieu system, in a nano resonator system and in its fractional order systems," Chaos, Solitons & Fractals, Elsevier, vol. 32(1), pages 42-61.
  10. Pratap, A. & Raja, R. & Cao, J. & Lim, C.P. & Bagdasar, O., 2019. "Stability and pinning synchronization analysis of fractional order delayed Cohen–Grossberg neural networks with discontinuous activations," Applied Mathematics and Computation, Elsevier, vol. 359(C), pages 241-260.
  11. Sheu, Long-Jye & Chen, Hsien-Keng & Chen, Juhn-Horng & Tam, Lap-Mou & Chen, Wen-Chin & Lin, Kuang-Tai & Kang, Yuan, 2008. "Chaos in the Newton–Leipnik system with fractional order," Chaos, Solitons & Fractals, Elsevier, vol. 36(1), pages 98-103.
  12. Wang, Mengjiao & Liao, Xiaohan & Deng, Yong & Li, Zhijun & Su, Yongxin & Zeng, Yicheng, 2020. "Dynamics, synchronization and circuit implementation of a simple fractional-order chaotic system with hidden attractors," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
  13. Pundikala Veeresha & Doddabhadrappla Gowda Prakasha & Dumitru Baleanu, 2019. "An Efficient Numerical Technique for the Nonlinear Fractional Kolmogorov–Petrovskii–Piskunov Equation," Mathematics, MDPI, vol. 7(3), pages 1-18, March.
  14. Xinggui Li & Ruofeng Rao & Shouming Zhong & Xinsong Yang & Hu Li & Yulin Zhang, 2022. "Impulsive Control and Synchronization for Fractional-Order Hyper-Chaotic Financial System," Mathematics, MDPI, vol. 10(15), pages 1-13, August.
  15. Michal Fečkan & T. Sathiyaraj & JinRong Wang, 2020. "Synchronization of Butterfly Fractional Order Chaotic System," Mathematics, MDPI, vol. 8(3), pages 1-12, March.
  16. Yan, Ye & Kou, Chunhai, 2012. "Stability analysis for a fractional differential model of HIV infection of CD4+ T-cells with time delay," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(9), pages 1572-1585.
  17. Valentina V. Tarasova & Vasily E. Tarasov, 2017. "Dynamic intersectoral models with power-law memory," Papers 1712.09087, arXiv.org.
  18. Lu, Jun Guo, 2006. "Nonlinear observer design to synchronize fractional-order chaotic systems via a scalar transmitted signal," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 107-118.
  19. Tam, Lap Mou & Si Tou, Wai Meng, 2008. "Parametric study of the fractional-order Chen–Lee system," Chaos, Solitons & Fractals, Elsevier, vol. 37(3), pages 817-826.
  20. Wang, Fei & Yang, Yongqing & Hu, Manfeng & Xu, Xianyun, 2015. "Projective cluster synchronization of fractional-order coupled-delay complex network via adaptive pinning control," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 134-143.
  21. Laskin, Nick, 2018. "Valuing options in shot noise market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 518-533.
  22. Ali Balcı, Mehmet, 2017. "Time fractional capital-induced labor migration model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 477(C), pages 91-98.
  23. Mathiyalagan, Kalidass & Sangeetha, G., 2020. "Second-order sliding mode control for nonlinear fractional-order systems," Applied Mathematics and Computation, Elsevier, vol. 383(C).
  24. David, S.A. & Machado, J.A.T. & Quintino, D.D. & Balthazar, J.M., 2016. "Partial chaos suppression in a fractional order macroeconomic model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 122(C), pages 55-68.
  25. Guo, Feng & Wang, Xue-yuan & Qin, Ming-wei & Luo, Xiang-dong & Wang, Jian-wei, 2021. "Resonance phenomenon for a nonlinear system with fractional derivative subject to multiplicative and additive noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
  26. Nian, Fuzhong & Liu, Xinmeng & Zhang, Yaqiong, 2018. "Sliding mode synchronization of fractional-order complex chaotic system with parametric and external disturbances," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 22-28.
  27. Yousefpour, Amin & Jahanshahi, Hadi & Munoz-Pacheco, Jesus M. & Bekiros, Stelios & Wei, Zhouchao, 2020. "A fractional-order hyper-chaotic economic system with transient chaos," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
  28. G. Fern'andez-Anaya & L. A. Quezada-T'ellez & B. Nu~nez-Zavala & D. Brun-Battistini, 2019. "Katugampola Generalized Conformal Derivative Approach to Inada Conditions and Solow-Swan Economic Growth Model," Papers 1907.00130, arXiv.org.
  29. Trinidad Segovia, J.E. & Fernández-Martínez, M. & Sánchez-Granero, M.A., 2012. "A note on geometric method-based procedures to calculate the Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(6), pages 2209-2214.
  30. Hai Zhang & Renyu Ye & Jinde Cao & Ahmed Alsaedi, 2017. "Existence and Globally Asymptotic Stability of Equilibrium Solution for Fractional-Order Hybrid BAM Neural Networks with Distributed Delays and Impulses," Complexity, Hindawi, vol. 2017, pages 1-13, September.
  31. Jiaxun Liu & Zuoxun Wang & Minglei Shu & Fangfang Zhang & Sen Leng & Xiaohui Sun, 2019. "Secure Communication of Fractional Complex Chaotic Systems Based on Fractional Difference Function Synchronization," Complexity, Hindawi, vol. 2019, pages 1-10, August.
  32. Fang, Qingxiang & Peng, Jigen, 2018. "Synchronization of fractional-order linear complex networks with directed coupling topology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 542-553.
  33. Grienggrai Rajchakit & Anbalagan Pratap & Ramachandran Raja & Jinde Cao & Jehad Alzabut & Chuangxia Huang, 2019. "Hybrid Control Scheme for Projective Lag Synchronization of Riemann–Liouville Sense Fractional Order Memristive BAM NeuralNetworks with Mixed Delays," Mathematics, MDPI, vol. 7(8), pages 1-23, August.
  34. Yu, Yongguang & Li, Han-Xiong & Wang, Sha & Yu, Junzhi, 2009. "Dynamic analysis of a fractional-order Lorenz chaotic system," Chaos, Solitons & Fractals, Elsevier, vol. 42(2), pages 1181-1189.
  35. Huang, Xiuqi & Wang, Xiangjun, 2021. "Regularity of fractional stochastic convolution and its application to fractional stochastic chaotic systems," Chaos, Solitons & Fractals, Elsevier, vol. 149(C).
  36. Shah, Kamal & Khalil, Hammad & Khan, Rahmat Ali, 2015. "Investigation of positive solution to a coupled system of impulsive boundary value problems for nonlinear fractional order differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 240-246.
  37. Majee, Suvankar & Jana, Soovoojeet & Das, Dhiraj Kumar & Kar, T.K., 2022. "Global dynamics of a fractional-order HFMD model incorporating optimal treatment and stochastic stability," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
  38. Vasily E. Tarasov, 2019. "On History of Mathematical Economics: Application of Fractional Calculus," Mathematics, MDPI, vol. 7(6), pages 1-28, June.
  39. Tarasov, Vasily E., 2020. "Fractional econophysics: Market price dynamics with memory effects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
  40. Lu, Jun Guo, 2006. "Synchronization of a class of fractional-order chaotic systems via a scalar transmitted signal," Chaos, Solitons & Fractals, Elsevier, vol. 27(2), pages 519-525.
  41. Sheu, Long-Jye & Chen, Hsien-Keng & Chen, Juhn-Horng & Tam, Lap-Mou, 2007. "Chaos in a new system with fractional order," Chaos, Solitons & Fractals, Elsevier, vol. 31(5), pages 1203-1212.
  42. Shi, Jianping & He, Ke & Fang, Hui, 2022. "Chaos, Hopf bifurcation and control of a fractional-order delay financial system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 194(C), pages 348-364.
  43. Valentina V. Tarasova & Vasily E. Tarasov, 2017. "Concept of dynamic memory in economics," Papers 1712.09088, arXiv.org.
  44. Valentina V. Tarasova & Vasily E. Tarasov, 2017. "Logistic map with memory from economic model," Papers 1712.09092, arXiv.org.
  45. Tarasova, Valentina V. & Tarasov, Vasily E., 2017. "Logistic map with memory from economic model," Chaos, Solitons & Fractals, Elsevier, vol. 95(C), pages 84-91.
  46. Chen, Wei-Ching, 2008. "Nonlinear dynamics and chaos in a fractional-order financial system," Chaos, Solitons & Fractals, Elsevier, vol. 36(5), pages 1305-1314.
  47. Al-khedhairi, A. & Matouk, A.E. & Khan, I., 2019. "Chaotic dynamics and chaos control for the fractional-order geomagnetic field model," Chaos, Solitons & Fractals, Elsevier, vol. 128(C), pages 390-401.
  48. A. E. Matouk & T. N. Abdelhameed & D. K. Almutairi & M. A. Abdelkawy & M. A. E. Herzallah, 2023. "Existence of Self-Excited and Hidden Attractors in the Modified Autonomous Van Der Pol-Duffing Systems," Mathematics, MDPI, vol. 11(3), pages 1-13, January.
  49. Tarasov, Vasily E. & Tarasova, Valentina V., 2018. "Macroeconomic models with long dynamic memory: Fractional calculus approach," Applied Mathematics and Computation, Elsevier, vol. 338(C), pages 466-486.
  50. Omar Kahouli & Assaad Jmal & Omar Naifar & Abdelhameed M. Nagy & Abdellatif Ben Makhlouf, 2022. "New Result for the Analysis of Katugampola Fractional-Order Systems—Application to Identification Problems," Mathematics, MDPI, vol. 10(11), pages 1-17, May.
  51. Chen, Juhn-Horng & Chen, Wei-Ching, 2008. "Chaotic dynamics of the fractionally damped van der Pol equation," Chaos, Solitons & Fractals, Elsevier, vol. 35(1), pages 188-198.
  52. Lu, Jun Guo & Chen, Guanrong, 2006. "A note on the fractional-order Chen system," Chaos, Solitons & Fractals, Elsevier, vol. 27(3), pages 685-688.
  53. Vasily E. Tarasov & Valentina V. Tarasova, 2019. "Dynamic Keynesian Model of Economic Growth with Memory and Lag," Mathematics, MDPI, vol. 7(2), pages 1-17, February.
  54. Lu, Jun Guo, 2005. "Chaotic dynamics and synchronization of fractional-order Arneodo’s systems," Chaos, Solitons & Fractals, Elsevier, vol. 26(4), pages 1125-1133.
  55. Peng, Qiu & Jian, Jigui, 2021. "Estimating the ultimate bounds and synchronization of fractional-order plasma chaotic systems," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
  56. Jian, Jigui & Wu, Kai & Wang, Baoxian, 2020. "Global Mittag-Leffler boundedness and synchronization for fractional-order chaotic systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  57. Lin, Zifei & Xu, Wei & Yue, Xiaole & Han, Qun, 2017. "Study on the effect of environmental pollution based on a fractional derivative resource depletion model," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 705-715.
  58. Li, Hong-Li & Jiang, Yao-Lin & Wang, Zuolei & Zhang, Long & Teng, Zhidong, 2015. "Global Mittag–Leffler stability of coupled system of fractional-order differential equations on network," Applied Mathematics and Computation, Elsevier, vol. 270(C), pages 269-277.
  59. Soradi-Zeid, Samaneh & Jahanshahi, Hadi & Yousefpour, Amin & Bekiros, Stelios, 2020. "King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
  60. Nick Laskin, 2014. "New Pricing Framework: Options and Bonds," Papers 1407.4452, arXiv.org, revised Oct 2014.
  61. Xiao, Min & Zheng, Wei Xing & Cao, Jinde, 2013. "Approximate expressions of a fractional order Van der Pol oscillator by the residue harmonic balance method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 89(C), pages 1-12.
  62. Valentina V. Tarasova & Vasily E. Tarasov, 2016. "Economic Accelerator with Memory: Discrete Time Approach," Papers 1612.07913, arXiv.org, revised Jul 2017.
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