Fractional econophysics: market price dynamics with memory effects

DOI10.1016/J.PHYSA.2020.124865OpenAlexW3039838328MaRDI QIDQ2141455

Vasily E. Tarasov

Publication date: 25 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.124865

zbMATH Keywords

fractional differential equationeconophysicsfractional dynamicsprocess with memorymarket prices dynamics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (7)

Mathematical modeling of probability distribution of money by means of potential formation ⋮ Applying spline-based phase analysis to macroeconomic dynamics ⋮ Fractional‐order dynamical model for electricity markets ⋮ Nonlinear growth model with long memory: generalization of Haavelmo model ⋮ Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems ⋮ A space-time spectral collocation method for solving the variable-order fractional Fokker-Planck equation ⋮ Novel algebraic criteria on global Mittag-Leffler synchronization for FOINNs with the Caputo derivative and delay

Uses Software

• longmemo

Cites Work

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