Numerical Simulations of Cryptocurrency Asset Flow Fractional Differential Equations

Claude Rodrigue Bambe Moutsinga; Edson Pindza; Eben Mare

doi:10.18576/amis/160510

Numerical Simulations of Cryptocurrency Asset Flow Fractional Differential Equations

Claude Rodrigue Bambe Moutsinga^*, Edson Pindza, Eben Mare

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

The cryptocurrency market has grown exponentially since its inception in 2009. Asset price movements in this emerging market have been the subject of several research studies aimed at explaining their patterns. This article proposes a robust fractional time spectral method for studying a three-dimensional fractional differential equation which describes the flow and stability of cryptocurrency assets. The method relies on the fractional spectral integration matrix operator. We demonstrate the efficiency of the numerical method with comparison to existing methods.

Original language	English
Pages (from-to)	761-771
Number of pages	11
Journal	Applied Mathematics and Information Sciences
Volume	16
Issue number	5
DOIs	https://doi.org/10.18576/amis/160510
Publication status	Published - Sept 2022
Externally published	Yes

Keywords

Chebyshev polynomial
Cryptocurrency
Fractional integral
Spectral method

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abstract = "The cryptocurrency market has grown exponentially since its inception in 2009. Asset price movements in this emerging market have been the subject of several research studies aimed at explaining their patterns. This article proposes a robust fractional time spectral method for studying a three-dimensional fractional differential equation which describes the flow and stability of cryptocurrency assets. The method relies on the fractional spectral integration matrix operator. We demonstrate the efficiency of the numerical method with comparison to existing methods.",

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AU - Mare, Eben

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KW - Fractional integral

KW - Spectral method

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Numerical Simulations of Cryptocurrency Asset Flow Fractional Differential Equations

Abstract

Keywords

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