Results 21 to 30 of about 239,946 (299)

Fractional integration analysis of precipitation dynamics: empirical insights from Nigeria

Tellus: Series A, Dynamic Meteorology and Oceanography, 2021
This paper deals with the time series analysis of precipitation patterns in Africa’s most populated nation using recently developed flexible modelling techniques to study the monthly precipitation data of some major economically viable and highly ...
O.O. Awe, L.A. Gil-Alana
doaj   +1 more source

Regime-Switching Fractionally Integrated Asymmetric Power Neural Network Modeling of Nonlinear Contagion for Chaotic Oil and Precious Metal Volatilities

Fractal and Fractional, 2022
This paper aims at analyzing nonlinear dependence between fractionally integrated, chaotic precious metal and oil prices and volatilities. With this respect, the Markov regime-switching fractionally integrated asymmetric power versions of generalized ...
Melike Bildirici, Özgür Ömer Ersin
doaj   +1 more source

Fractional Quantum Integral Inequalities [PDF]

Journal of Inequalities and Applications, 2011
Several authors have studied fractional integral inequalities and applications [\textit{S. L. Kalla} and \textit{A. Rao}, Matematiche 66, 59--66 (2011; Zbl 1222.26023); \textit{Z. Denton} and \textit{A. S. Vatsala}, Comput. Math. Appl. 59, No. 3, 1087--1094 (2010; Zbl 1189.26044); \textit{G. A. Anastassiou}, Comput. Math. Appl. 54, No.
Umut Mutlu Özkan, Hasan Öğünmez   +1 more
openaire   +2 more sources

Numerical Simulation of Fractional Delay Differential Equations Using the Operational Matrix of Fractional Integration for Fractional-Order Taylor Basis

Fractal and Fractional, 2021
In this paper, we consider numerical solutions for a general form of fractional delay differential equations (FDDEs) with fractional derivatives defined in the Caputo sense.
İbrahim Avcı 
doaj   +1 more source

Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [PDF]

تحقیقات مالی
ObjectiveThis paper seeks to employ fractional cointegration methodology to model high and low stock prices, as well as the range series, indicating the difference between high and low stock prices.
Elham Farzanegan
doaj   +1 more source

Review of Some Promising Fractional Physical Models [PDF]

, 2015
Fractional dynamics is a field of study in physics and mechanics investigating the behavior of objects and systems that are characterized by power-law non-locality, power-law long-term memory or fractal properties by using integrations and ...
Tarasov, Vasily E.
core   +1 more source

Consumer Sentiment and Luxury Behavior in the United States before and after COVID-19: Time Trends and Persistence Analysis

Mathematics, 2023
This paper analyzes the stochastic properties of consumer sentiment to understand how they affected the luxury sector in the United States before and after COVID-19.
Berta Marcos Ceron, Manuel Monge
doaj   +1 more source

Fractional Integral and Generalized Stieltjes Transforms for Hypergeometric Functions as Transmutation Operators [PDF]

, 2015
For each of the eight $n$-th derivative parameter changing formulas for Gauss hypergeometric functions a corresponding fractional integration formula is given.
Koornwinder, Tom H.
core   +5 more sources

FRACTIONAL COINTEGRATION ANALYSIS OF STOCK MARKET AND EXCHANGE RATES: THE CASE OF TURKEY [PDF]

Financial Studies, 2016
The fluctuations and responses between the exchange rate and the stock market has been a topic of interest for both policy makers and market participants for a long time.
Deniz ERER, Elif ERER, Tuna Can GÜLEÇ
doaj  

Fractional integrals and derivatives: mapping properties [PDF]

, 2016
This survey is aimed at the audience of readers interested in the information on mapping properties of various forms of fractional integration operators, including multidimensional ones, in a large scale of various known function spaces.As is well known,
Rafeiro, Humberto, Samko, Stefan
core   +1 more source