Fractional econophysics: market price dynamics with memory effects
From MaRDI portal
Publication:2141455
Cites work
- A note on property of the Mittag-Leffler function
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Anomalous waiting times in high-frequency financial data
- Applications in engineering, life and social sciences. Part B
- Applications in physics. Part A
- Concept of dynamic memory in economics
- Dynamic intersectoral models with power-law memory
- Econophysics and physical economics
- Fractional differencing
- Fractional dynamics. Applications of fractional calculus to dynamics of particles, fields and media
- Fractional relaxation-oscillation and fractional diffusion-wave phenomena.
- scientific article; zbMATH DE number 1642344 (Why is no real title available?)
- scientific article; zbMATH DE number 5907929 (Why is no real title available?)
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 3815059 (Why is no real title available?)
- scientific article; zbMATH DE number 3778839 (Why is no real title available?)
- scientific article; zbMATH DE number 3463233 (Why is no real title available?)
- scientific article; zbMATH DE number 1303930 (Why is no real title available?)
- scientific article; zbMATH DE number 517188 (Why is no real title available?)
- scientific article; zbMATH DE number 1975652 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 5681159 (Why is no real title available?)
- scientific article; zbMATH DE number 5490790 (Why is no real title available?)
- scientific article; zbMATH DE number 5035864 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- Information analysis of the human DNA
- Introduction to Econophysics
- Macroeconomic models with long dynamic memory: fractional calculus approach
- Mittag-Leffler functions, related topics and applications
- No nonlocality. No fractional derivative
- No violation of the Leibniz rule. No fractional derivative
- On chain rule for fractional derivatives
- On the invalidity of semigroup property for the Mittag-Leffler function with two parameters
- Recent history of fractional calculus
- Self-organization with memory
- Some notes on properties of the matrix Mittag-Leffler function
- Statistical physics II. Nonequilibrium statistical mechanics. Rev. transl. of the rev. orig. Jap. ed.
- The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
- The development of fractional calculus 1695-1900
- The Statistical Mechanics of Financial Markets
- Time-dependent fractional dynamics with memory in quantum and economic physics
- Waiting-times and returns in high-frequency financial data: An empirical study
- What is a fractional derivative?
Cited in
(10)- Novel algebraic criteria on global Mittag-Leffler synchronization for FOINNs with the Caputo derivative and delay
- Mathematical modeling of probability distribution of money by means of potential formation
- Applying spline-based phase analysis to macroeconomic dynamics
- Memory, market stability and attractors coexistence in a nonlinear cobweb model
- scientific article; zbMATH DE number 5991675 (Why is no real title available?)
- Fractional Deterministic Factor Analysis of Economic Processes with Memory and Nonlocality
- 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
This page was built for publication: Fractional econophysics: market price dynamics with memory effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2141455)
