Fractional integration and cointegration in US financial time series data [PDF]
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Caporale, GM, Gil-Alana, LA
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Experimental realization of the analogy of quantum dense coding in classical optics
We report on the experimental realization of the analogy of quantum dense coding in classical optical communication using classical optical correlations.
Zhenwei Yang +5 more
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On The Solution of Certain Fractional Integral Equations [PDF]
In this paper we introduce the linear operator of fractional integral equation of the second kind (FIESK) in the framework of the Riemann-Liouville fractional calculus.
Suha N. Al-Rawi
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Fractional Coins and Fractional Derivatives [PDF]
This paper discusses the fundamentals of negative probabilities and fractional calculus. The historical evolution and the main mathematical concepts are discussed, and several analogies between the two apparently unrelated topics are established. Based on the new conceptual perspective, some experiments are performed shading new light into possible ...
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On the Relations Between Excess Fraction, Attributable Fraction, and Etiologic Fraction [PDF]
It has been noted that there is ambiguity in the expression "attributable fraction," and epidemiologic literature has drawn a distinction between "excess fraction" and "etiologic fraction." These quantities do not necessarily approximate one another, and the etiologic fraction is not generally estimable without strong biologic assumptions.
Etsuji, Suzuki +2 more
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Application of the Lagrange-Sylvester formula to computation of the solution to state equations of fractional linear systems [PDF]
The Lagrange-Sylvester formula is applied to the computation of the solutions of state equations of fractional continuous-time and discrete-time linear systems.
Tadeusz Kaczorek
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FRACTIONAL DERIVATIVE AS FRACTIONAL POWER OF DERIVATIVE [PDF]
Definitions of fractional derivatives as fractional powers of derivative operators are suggested. The Taylor series and Fourier series are used to define fractional power of selfadjoint derivative operator. The Fourier integrals and Weyl quantization procedure are applied to derive the definition of fractional derivative operator.
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Fractional free space, fractional lenses, and fractional imaging systems [PDF]
Continuum extensions of common dual pairs of operators are presented and consolidated, based on the fractional Fourier transform. In particular, the fractional chirp multiplication, fractional chirp convolution, and fractional scaling operators are defined and expressed in terms of their common nonfractional special cases, revealing precisely how they ...
Sümbül, U., Ozaktas, H., M.
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Fractional variational problems depending on indefinite integrals [PDF]
We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral.
Pooseh, Shakoor +8 more
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A fractional calculus on arbitrary time scales: Fractional differentiation and fractional integration [PDF]
We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then developed. As particular cases, one obtains the usual time-scale Hilger derivative when the order of differentiation ...
Nadia Benkhettou +2 more
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