Dividend paying European stock options are modeled using a time-fractional Black–Scholes
(tfBS) partial differential equation (PDE). The underlying fractional stochastic dynamics …

Features trading strategies for a variety of asset classes and trading styles including stocks,
options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles …

The study of fractional partial differential equations is often plagued with complicated models
and solution processes. In this paper, we tackle how to simplify a specific parabolic model to …

Memory effect is an important phenomenon in financial systems, and a number of research
works have been carried out to study the long memory in the financial markets. In recent …

In this paper, we developed the fractional-order finance system transmission model. The
main objective of this paper is to construct and evaluate a fractional derivative to track the …

Many types of fractional stochastic differential equation (FrSDE), such as Caputo, fractional
Brown motion derivatives, and Mittag-Later functions, exist. In recent decades, FrSDE has …

The paper proposes a new nonlinear dynamic econometric model with fractional derivative.
The fractional derivative is defined in the Jumarie type. The corresponding discrete financial …

Empirical evidence suggest that fractional stochastic based models are well suited for
modelling systems and phenomenons exhibiting memory and hereditary properties …

After the discovery of the fractal structures of financial markets, enormous effort has been
dedicated to finding accurate and stable numerical schemes to solve fractional Black …

In the present work we extend the traditional C4. 5 decision tree method for regression and
forecasting of multivariate time series. In the proposed method, time series data is first …