A numerical method for fractional-order differential equations from finance
Küçük Resim Yok
Tarih
2025
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Elsevier
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this work, we detect chaos and multiple attractors in a financial model by utilizing a modified version of the Atangana-Baleanu Caputo (MABC) fractional derivative operator (FDO) with respect to another function in a mathematical model (Mmd). This approach enhances our understanding and prediction of stock market behavior. We employ an iterative method and fixed-point theory to determine whether a unique solution exists for this model. Additionally, we convert the nonlinear kernel of the MABC into a linear one to solve the Mmd and study its accuracy. Numerical tests are conducted to confirm the results. This research is devoted to improving the precision of stock exchange evaluation and early detection, ultimately contributing to better strategic planning. Finally, the graphical representations illustrate how different choices of fractional orders affect the interest rate, investment needs, price index, and average profit margin. © 2026 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies.
Açıklama
Anahtar Kelimeler
Financial model, Fractional derivative, Fractional modeling, Laplace transform, Mittag-Leffler function, Simulations
Kaynak
Recent Developments in Theory and Applications of Fractional Order Systems
WoS Q Değeri
Scopus Q Değeri
N/A
