Results 31 to 40 of about 8,590,564 (332)

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 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

Tourism persistence in the Southeastern European countries: The impact of covid-19

Cogent Economics & Finance, 2023
This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria, Croatia, Montenegro, North Macedonia, Serbia and Slovenia) by applying fractional integration methods to monthly data on foreign ...
Guglielmo Maria Caporale, Luis A. Gil-Alana, Amir Imeri   +2 more
doaj   +1 more source

A Plea for the Integration of Fractional Differential Systems: The Initial Value Problem

Fractal and Fractional, 2022
The usual approach to the integration of fractional order initial value problems is based on the Caputo derivative, whose initial conditions are used to formulate the classical integral equation.
N. Maamri, J. Trigeassou
semanticscholar   +1 more source

A New Fractional Integration Operational Matrix of Chebyshev Wavelets in Fractional Delay Systems

Fractal and Fractional, 2019
Fractional integration operational matrix of Chebyshev wavelets based on the Riemann–Liouville fractional integral operator is derived directly from Chebyshev wavelets for the first time.
Iman Malmir
semanticscholar   +1 more source

Numerical Solution of Fokker-Planck-Kolmogorov Time Fractional Differential Equations Using Legendre Wavelet Method Along with convergence and error analysis [PDF]

مدل‌سازی پیشرفته ریاضی
The purpose of this paper is to present an efficient numerical method for finding numerical solutions Fokker-Planck-Kolmogorov time-fractional differential equations.The Legendre wavelet approach was employed for this objective. The Legendre wave was the
شعبان محمدی, سید رضا حجازی   +1 more
doaj   +1 more source

A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis

Empirical Economics
This paper proposes a nonlinear fractional unit root approach which is known as the autoregressive neural network–fractional integration (ARNN–FI) test.
F. Furuoka, L. Gil-Alana, O. Yaya, Elayaraja Aruchunan, A. E. Ogbonna   +4 more
semanticscholar   +1 more source

Particulate Matter 2.5 (PM_2.5): Persistence and Trends in the Air Quality of Five India Cities

Atmosphere
Poor air quality in India has sparked our interest in studying the time series dynamics of PM2.5 in India’s five most populous cities (Mumbai, New Delhi, Hyderabad, Chennai, and Kolkata).
Luis A. Gil-Alana, Nieves Carmona-González   +1 more
doaj   +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

Market efficiency of Baltic stock markets: A fractional integration approach

Physica A: Statistical Mechanics and its Applications, 2018
We investigate financial market efficiency in the time series of four daily Baltic stock market indices namely Baltic Benchmark Gross Index (OMXBBGI), all share index of Tallin-Lithuanian (OMXT), all share index of Riga (OMXR) and all share index of ...
L. Gil-Alana, Rangan Gupta, O. I. Shittu, O. Yaya   +3 more
semanticscholar   +1 more source