Results 11 to 20 of about 8,873,429 (247)

Fractional integration and cointegration in US financial time series data [PDF]

, 2011
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 ...
Gil-Alana, Luis A., Luis A. Gil-Alana, Guglielmo Maria Caporale, Caporale, GM, Caporale, Guglielmo Maria, Gil-Alana, LA   +5 more
core   +7 more sources

Exact Solutions of Some Fractional Power Series

, 2023
: In this paper, we obtain the exact solutions of two fractional power series. A new multiplication of fractional power series and Jumarie type of Riemann-Liouville (R-L) fractional calculus play important roles in this article.
Chii-Huei Yu
core   +1 more source

Adaptation of conformable residual series algorithm for solving temporal fractional gas dynamics models

Arab Journal of Basic and Applied Sciences, 2022
In this paper, we introduced, discussed, and investigated analytical-approximate solutions for nonlinear time fractional gas dynamics equations in terms of conformable differential operator. The proposed algorithm relies upon the conformable power series
Rasha, Amryeen, Fatimah Noor Harun, Mohammed Al-Smadi, Azwani Alias   +4 more
doaj   +1 more source

Analytical Solutions of Heat Transfer Model in Two-Dimensional Case of Neutrosophic Fredholm Integro-Di erential Equations [PDF]

Neutrosophic Sets and Systems
This article uses the fractional residual power series (FRPS) method to solve a linear neutrosophic fractional integro-differential equation in two dimensions.
Amer Darweesh, Kamel Al- Khaled, Marwan Alquran, Adel Almalki , Sohad Al-Omari   +4 more
doaj   +1 more source

Simple wald tests of the fractional integration parameter: an overview of new results [PDF]

, 2008
Forthcoming 2008This paper presents an overview of some new results regarding an easily implementable Wald test-statistic (EFDF test) of the null hypotheses that a time-series process is I(1) or I(0) against fractional I(d) alternatives, with d ∈ (0, 1),
Gonzalo, Jesús, Laura Mayoral, Juan J. Doladom, Dolado, Juan José, Jesus Gonzalo, Mayoral, Laura   +5 more
core   +4 more sources

Analytic solution of homogeneous time-invariant fractional IVP

Advances in Difference Equations, 2018
In this work, we propose a novel analytical solution approach for solving a general homogeneous time-invariant fractional initial value problem in the normal form Dtα[u(x‾,t)]=F(u(x‾,t)),0 ...
Imad Jaradat, Marwan Alquran, Mohammad Al-Dolat   +2 more
doaj   +1 more source

Fractional Power Series Method for Solving Fractional Differential Equations

, 2022
: Based on Jumarie type of Riemann-Liouville (R-L) fractional derivative, this paper provides some examples to illustrate how to use fractional power series to solve fractional differential equations.
Chii-Huei Yu
core   +1 more source

Series solutions for the Laguerre and Lane-Emden fractional differential equations in the sense of conformable fractional derivative

Alexandria Engineering Journal, 2019
In the present paper, we use efficient and simple algorithms of the fractional power series and Adomain polynomial methods that provide effective tools for solving such linear and nonlinear fractional differential equations in the sense of conformable ...
Zeyad Al-Zhour, Nouf Al-Mutairi, Fatimah Alrawajeh, Raed Alkhasawneh   +3 more
doaj   +1 more source

Persistence and cyclical dependence in the monthly Euribor rate [PDF]

, 2011
Copyright @ 2011 Brunel UniversityThis paper analyses two well-known features of interest rates, namely their time dependence and their cyclical structure.
Gil-Alana, Luis A., Caporale, GM, Caporale, Guglielmo Maria, Gil-Alana, LA   +3 more
core   +2 more sources

Toward computational algorithm for time-fractional Fokker–Planck models

Advances in Mechanical Engineering, 2019
This article describes an efficient algorithm based on residual power series to approximate the solution of a class of partial differential equations of time-fractional Fokker–Planck model. The fractional derivative is assumed in the Caputo sense.
Asad Freihet, Shatha Hasan, Mohammad Alaroud, Mohammed Al-Smadi, Rokiah Rozita Ahmad, Ummul Khair Salma Din   +5 more
doaj   +1 more source