Fractional Calculus And Fractional Processes With Applications To Financial Economics

Download Fractional Calculus And Fractional Processes With Applications To Financial Economics full books in PDF, epub, and Kindle. Read online Fractional Calculus And Fractional Processes With Applications To Financial Economics ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Fractional Calculus and Fractional Processes with Applications to Financial Economics

Author : Hasan Fallahgoul
Publisher : Academic Press
ISBN 13 : 0128042842
Total Pages : 120 pages
Book Rating : 4.1/5 (28 download)

DOWNLOAD NOW!

Book Synopsis Fractional Calculus and Fractional Processes with Applications to Financial Economics by : Hasan Fallahgoul

Download or read book Fractional Calculus and Fractional Processes with Applications to Financial Economics written by Hasan Fallahgoul and published by Academic Press. This book was released on 2016-10-06 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional processes that make them interesting are long-range memory, path-dependence, non-Markovian properties, self-similarity, fractal paths, and anomalous diffusion behaviour. In this book, the authors discuss how fractional calculus and fractional processes are used in financial modelling and finance economic theory. It provides a practical guide that can be useful for students, researchers, and quantitative asset and risk managers interested in applying fractional calculus and fractional processes to asset pricing, financial time-series analysis, stochastic volatility modelling, and portfolio optimization. Provides the necessary background for the book's content as applied to financial economics Analyzes the application of fractional calculus and fractional processes from deterministic and stochastic perspectives

Fractional Calculus and Fractional Processes with Applications to Financial Economics

Author : Hasan A. Fallahgoul
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (133 download)

DOWNLOAD NOW!

Book Synopsis Fractional Calculus and Fractional Processes with Applications to Financial Economics by : Hasan A. Fallahgoul

Download or read book Fractional Calculus and Fractional Processes with Applications to Financial Economics written by Hasan A. Fallahgoul and published by . This book was released on 2017 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mathematical Economics

Author : Vasily E. Tarasov
Publisher : MDPI
ISBN 13 : 303936118X
Total Pages : 278 pages
Book Rating : 4.0/5 (393 download)

DOWNLOAD NOW!

Book Synopsis Mathematical Economics by : Vasily E. Tarasov

Download or read book Mathematical Economics written by Vasily E. Tarasov and published by MDPI. This book was released on 2020-06-03 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.

Fractional Calculus

Author : Dumitru Baleanu
Publisher : Series on Complexity, Nonlinearity, and Chaos
ISBN 13 : 9789813140035
Total Pages : 448 pages
Book Rating : 4.1/5 (4 download)

DOWNLOAD NOW!

Book Synopsis Fractional Calculus by : Dumitru Baleanu

Download or read book Fractional Calculus written by Dumitru Baleanu and published by Series on Complexity, Nonlinearity, and Chaos. This book was released on 2016-09-19 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models. All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.

Fractional-order Modeling of Nuclear Reactor: From Subdiffusive Neutron Transport to Control-oriented Models

Author : Vishwesh Vyawahare
Publisher : Springer
ISBN 13 : 9811075875
Total Pages : 210 pages
Book Rating : 4.8/5 (11 download)

DOWNLOAD NOW!

Book Synopsis Fractional-order Modeling of Nuclear Reactor: From Subdiffusive Neutron Transport to Control-oriented Models by : Vishwesh Vyawahare

Download or read book Fractional-order Modeling of Nuclear Reactor: From Subdiffusive Neutron Transport to Control-oriented Models written by Vishwesh Vyawahare and published by Springer. This book was released on 2018-02-03 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses the topic of fractional-order modeling of nuclear reactors. Approaching neutron transport in the reactor core as anomalous diffusion, specifically subdiffusion, it starts with the development of fractional-order neutron telegraph equations. Using a systematic approach, the book then examines the development and analysis of various fractional-order models representing nuclear reactor dynamics, ultimately leading to the fractional-order linear and nonlinear control-oriented models. The book utilizes the mathematical tool of fractional calculus, the calculus of derivatives and integrals with arbitrary non-integer orders (real or complex), which has recently been found to provide a more compact and realistic representation to the dynamics of diverse physical systems. Including extensive simulation results and discussing important issues related to the fractional-order modeling of nuclear reactors, the book offers a valuable resource for students and researchers working in the areas of fractional-order modeling and control and nuclear reactor modeling.

Recent Trends in Fractional Calculus and Its Applications

Author : Praveen Agarwal
Publisher : Elsevier
ISBN 13 : 0443185069
Total Pages : 302 pages
Book Rating : 4.4/5 (431 download)

DOWNLOAD NOW!

Book Synopsis Recent Trends in Fractional Calculus and Its Applications by : Praveen Agarwal

Download or read book Recent Trends in Fractional Calculus and Its Applications written by Praveen Agarwal and published by Elsevier. This book was released on 2024-07-19 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent Trends in Fractional Calculus and Its Applications addresses the answer to this very basic question: "Why is Fractional Calculus important?" Until recent times, Fractional Calculus was considered as a rather esoteric mathematical theory without applications, but in the last few decades there has been an explosion of research activities on the application of Fractional Calculus to very diverse scientific fields ranging from the physics of diffusion and advection phenomena, to control systems to finance and economics. An important part of mathematical modelling of objects and processes is a description of their dynamics. The term Fractional Calculus is more than 300 years old. It is a generalization of the ordinary differentiation and integration to noninteger (arbitrary) order. The subject is as old as the calculus of differentiation and goes back to times when Leibniz, Gauss, and Newton invented this kind of calculation. Several mathematicians contributed to this subject over the years. People like Liouville, Riemann, and Weyl made major contributions to the theory of Fractional Calculus. In recent decades the field of Fractional Calculus has attracted the interest of researchers in several areas, including mathematics, physics, chemistry, engineering, finance, and social sciences. Provides the most recent and up-to-date developments in the Fractional Calculus and its application areas Presents pre-preparation ideas to help researchers/scientists/clinicians face the new challenges in the application of fractional differential equations Helps researchers and scientists understand the importance of the Fractional Calculus to solve many problems in Biomedical Engineering and applied sciences

Advances in Differential and Difference Equations with Applications 2020

Author : Dumitru Baleanu
Publisher : MDPI
ISBN 13 : 3039368702
Total Pages : 348 pages
Book Rating : 4.0/5 (393 download)

DOWNLOAD NOW!

Book Synopsis Advances in Differential and Difference Equations with Applications 2020 by : Dumitru Baleanu

Download or read book Advances in Differential and Difference Equations with Applications 2020 written by Dumitru Baleanu and published by MDPI. This book was released on 2021-01-20 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is very well known that differential equations are related with the rise of physical science in the last several decades and they are used successfully for models of real-world problems in a variety of fields from several disciplines. Additionally, difference equations represent the discrete analogues of differential equations. These types of equations started to be used intensively during the last several years for their multiple applications, particularly in complex chaotic behavior. A certain class of differential and related difference equations is represented by their respective fractional forms, which have been utilized to better describe non-local phenomena appearing in all branches of science and engineering. The purpose of this book is to present some common results given by mathematicians together with physicists, engineers, as well as other scientists, for whom differential and difference equations are valuable research tools. The reported results can be used by researchers and academics working in both pure and applied differential equations.

Multi-Chaos, Fractal and Multi-Fractional Artificial Intelligence of Different Complex Systems

Author : Yeliz Karaca
Publisher : Academic Press
ISBN 13 : 0323886167
Total Pages : 352 pages
Book Rating : 4.3/5 (238 download)

DOWNLOAD NOW!

Book Synopsis Multi-Chaos, Fractal and Multi-Fractional Artificial Intelligence of Different Complex Systems by : Yeliz Karaca

Download or read book Multi-Chaos, Fractal and Multi-Fractional Artificial Intelligence of Different Complex Systems written by Yeliz Karaca and published by Academic Press. This book was released on 2022-06-22 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-Chaos, Fractal and Multi-Fractional Artificial Intelligence of Different Complex Systems addresses different uncertain processes inherent in the complex systems, attempting to provide global and robust optimized solutions distinctively through multifarious methods, technical analyses, modeling, optimization processes, numerical simulations, case studies as well as applications including theoretical aspects of complexity. Foregrounding Multi-chaos, Fractal and Multi-fractional in the era of Artificial Intelligence (AI), the edited book deals with multi- chaos, fractal, multifractional, fractional calculus, fractional operators, quantum, wavelet, entropy-based applications, artificial intelligence, mathematics-informed and data driven processes aside from the means of modelling, and simulations for the solution of multifaceted problems characterized by nonlinearity, non-regularity and self-similarity, frequently encountered in different complex systems. The fundamental interacting components underlying complexity, complexity thinking, processes and theory along with computational processes and technologies, with machine learning as the core component of AI demonstrate the enabling of complex data to augment some critical human skills. Appealing to an interdisciplinary network of scientists and researchers to disseminate the theory and application in medicine, neurology, mathematics, physics, biology, chemistry, information theory, engineering, computer science, social sciences and other far-reaching domains, the overarching aim is to empower out-of-the-box thinking through multifarious methods, directed towards paradoxical situations, uncertain processes, chaotic, transient and nonlinear dynamics of complex systems. Constructs and presents a multifarious approach for critical decision-making processes embodying paradoxes and uncertainty. Includes a combination of theory and applications with regard to multi-chaos, fractal and multi-fractional as well as AI of different complex systems and many-body systems. Provides readers with a bridge between application of advanced computational mathematical methods and AI based on comprehensive analyses and broad theories.

Fractional Calculus: Models And Numerical Methods (Second Edition)

Author : Juan J Trujillo
Publisher : World Scientific
ISBN 13 : 9813140054
Total Pages : 477 pages
Book Rating : 4.8/5 (131 download)

DOWNLOAD NOW!

Book Synopsis Fractional Calculus: Models And Numerical Methods (Second Edition) by : Juan J Trujillo

Download or read book Fractional Calculus: Models And Numerical Methods (Second Edition) written by Juan J Trujillo and published by World Scientific. This book was released on 2016-09-15 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models.All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice.The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.

Basic Theory

Author : Anatoly Kochubei
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110571625
Total Pages : 489 pages
Book Rating : 4.1/5 (15 download)

DOWNLOAD NOW!

Book Synopsis Basic Theory by : Anatoly Kochubei

Download or read book Basic Theory written by Anatoly Kochubei and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-02-19 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first volume collects authoritative chapters covering the mathematical theory of fractional calculus, including fractional-order operators, integral transforms and equations, special functions, calculus of variations, and probabilistic and other aspects.

Fractional Calculus And Waves In Linear Viscoelasticity: An Introduction To Mathematical Models (Second Edition)

Author : Francesco Mainardi
Publisher : World Scientific
ISBN 13 : 1783264004
Total Pages : 626 pages
Book Rating : 4.7/5 (832 download)

DOWNLOAD NOW!

Book Synopsis Fractional Calculus And Waves In Linear Viscoelasticity: An Introduction To Mathematical Models (Second Edition) by : Francesco Mainardi

Download or read book Fractional Calculus And Waves In Linear Viscoelasticity: An Introduction To Mathematical Models (Second Edition) written by Francesco Mainardi and published by World Scientific. This book was released on 2022-08-16 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fractional Calculus and Waves in Linear Viscoelasticity (Second Edition) is a self-contained treatment of the mathematical theory of linear (uni-axial) viscoelasticity (constitutive equation and waves) with particular regard to models based on fractional calculus. It serves as a general introduction to the above-mentioned areas of mathematical modeling. The explanations in the book are detailed enough to capture the interest of the curious reader, and complete enough to provide the necessary background material needed to delve further into the subject and explore the research literature. In particular the relevant role played by some special functions is pointed out along with their visualization through plots. Graphics are extensively used in the book and a large general bibliography is included at the end.This new edition keeps the structure of the first edition but each chapter has been revised and expanded, and new additions include a novel appendix on complete monotonic and Bernstein functions that are known to play a fundamental role in linear viscoelasticity.This book is suitable for engineers, graduate students and researchers interested in fractional calculus and continuum mechanics.

Applications in Engineering, Life and Social Sciences

Author : Dumitru Bǎleanu
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110571927
Total Pages : 292 pages
Book Rating : 4.1/5 (15 download)

DOWNLOAD NOW!

Book Synopsis Applications in Engineering, Life and Social Sciences by : Dumitru Bǎleanu

Download or read book Applications in Engineering, Life and Social Sciences written by Dumitru Bǎleanu and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-04-01 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This eighth volume collects authoritative chapters covering several applications of fractional calculus in engineering, life and social sciences, including applications in signal and image analysis, and chaos.

Nonlinear Systems of Fractional Differential Equations

Author : Bashir Ahmad
Publisher : Springer Nature
ISBN 13 : 3031625137
Total Pages : 597 pages
Book Rating : 4.0/5 (316 download)

DOWNLOAD NOW!

Book Synopsis Nonlinear Systems of Fractional Differential Equations by : Bashir Ahmad

Download or read book Nonlinear Systems of Fractional Differential Equations written by Bashir Ahmad and published by Springer Nature. This book was released on with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fractional Calculus

Author : Dumitru Baleanu
Publisher : World Scientific
ISBN 13 : 9814355208
Total Pages : 426 pages
Book Rating : 4.8/5 (143 download)

DOWNLOAD NOW!

Book Synopsis Fractional Calculus by : Dumitru Baleanu

Download or read book Fractional Calculus written by Dumitru Baleanu and published by World Scientific. This book was released on 2012 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods.

Recent Investigations of Differential and Fractional Equations and Inclusions

Author : Snezhana Hristova
Publisher : MDPI
ISBN 13 : 303650074X
Total Pages : 190 pages
Book Rating : 4.0/5 (365 download)

DOWNLOAD NOW!

Book Synopsis Recent Investigations of Differential and Fractional Equations and Inclusions by : Snezhana Hristova

Download or read book Recent Investigations of Differential and Fractional Equations and Inclusions written by Snezhana Hristova and published by MDPI. This book was released on 2021-02-22 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the past decades, the subject of calculus of integrals and derivatives of any arbitrary real or complex order has gained considerable popularity and impact. This is mainly due to its demonstrated applications in numerous seemingly diverse and widespread fields of science and engineering. In connection with this, great importance is attached to the publication of results that focus on recent and novel developments in the theory of any types of differential and fractional differential equation and inclusions, especially covering analytical and numerical research for such kinds of equations. This book is a compilation of articles from a Special Issue of Mathematics devoted to the topic of “Recent Investigations of Differential and Fractional Equations and Inclusions”. It contains some theoretical works and approximate methods in fractional differential equations and inclusions as well as fuzzy integrodifferential equations. Many of the papers were supported by the Bulgarian National Science Fund under Project KP-06-N32/7. Overall, the volume is an excellent witness of the relevance of the theory of fractional differential equations.

Integral Transforms and Operational Calculus

Author : H. M. Srivastava
Publisher : MDPI
ISBN 13 : 303921618X
Total Pages : 510 pages
Book Rating : 4.0/5 (392 download)

DOWNLOAD NOW!

Book Synopsis Integral Transforms and Operational Calculus by : H. M. Srivastava

Download or read book Integral Transforms and Operational Calculus written by H. M. Srivastava and published by MDPI. This book was released on 2019-11-20 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: Researches and investigations involving the theory and applications of integral transforms and operational calculus are remarkably wide-spread in many diverse areas of the mathematical, physical, chemical, engineering and statistical sciences. This Special Issue contains a total of 36 carefully-selected and peer-reviewed articles which are authored by established researchers from many countries. Included in this Special Issue are review, expository and original research articles dealing with the recent advances on the topics of integral transforms and operational calculus as well as their multidisciplinary applications

Boundary Value Problems For Fractional Differential Equations And Systems

Author : Bashir Ahmad
Publisher : World Scientific
ISBN 13 : 9811224471
Total Pages : 468 pages
Book Rating : 4.8/5 (112 download)

DOWNLOAD NOW!

Book Synopsis Boundary Value Problems For Fractional Differential Equations And Systems by : Bashir Ahmad

Download or read book Boundary Value Problems For Fractional Differential Equations And Systems written by Bashir Ahmad and published by World Scientific. This book was released on 2021-02-18 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the study of existence of solutions or positive solutions for various classes of Riemann-Liouville and Caputo fractional differential equations, and systems of fractional differential equations subject to nonlocal boundary conditions. The monograph draws together many of the authors' results, that have been obtained and highly cited in the literature in the last four years.In each chapter, various examples are presented which support the main results. The methods used in the proof of these theorems include results from the fixed point theory and fixed point index theory. This volume can serve as a good resource for mathematical and scientific researchers, and for graduate students in mathematics and science interested in the existence of solutions for fractional differential equations and systems.