A numerical method for fractional-order differential equations from finance

Basit Öğe Kaydı
dc.contributor.authorMehmood, Ahsan
dc.contributor.authorLiu, Zhi-Guo
dc.contributor.authorUsta, Fuat
dc.contributor.authorSamraiz, Muhammad
dc.date.accessioned2026-07-01T11:36:26Z
dc.date.available2026-07-01T11:36:26Z
dc.date.issued2025
dc.departmentDüzce Üniversitesi
dc.description.abstractIn 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.
dc.identifier.doi10.1016/B978-0-44-323952-6.00007-9
dc.identifier.endpage36
dc.identifier.isbn978-044323952-6
dc.identifier.isbn978-044323953-3
dc.identifier.scopus2-s2.0-105019743163
dc.identifier.scopusqualityN/A
dc.identifier.startpage21
dc.identifier.urihttps://doi.org/10.1016/B978-0-44-323952-6.00007-9
dc.identifier.urihttps://hdl.handle.net/20.500.12684/23025
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherElsevier
dc.relation.ispartofRecent Developments in Theory and Applications of Fractional Order Systems
dc.relation.publicationcategoryKitap Bölümü - Uluslararası
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_Scopus_20260623
dc.subjectFinancial model
dc.subjectFractional derivative
dc.subjectFractional modeling
dc.subjectLaplace transform
dc.subjectMittag-Leffler function
dc.subjectSimulations
dc.titleA numerical method for fractional-order differential equations from finance
dc.typeBook Part

Dosyalar

Koleksiyon

Scopus İndeksli Yayınlar Koleksiyonu