Mathematical Economics : Application of Fractional Calculus

Mathematical Economics : Application of Fractional Calculus

This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fraction...

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Altres autors: Tarasov, Vasily E. (Editor)
Format: Capítol de llibre
Publicat: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
Matèries:
Economics, finance, business & management
mathematical economics
economic theory
fractional calculus
fractional dynamics
long memory
non-locality
fractional generalization
econometric modelling
identification
Phillips curve
Mittag-Leffler function
generalized fractional derivatives
growth equation
Caputo fractional derivative
economic growth model
least squares method
fractional diffusion equation
fundamental solution
option pricing
risk sensitivities
portfolio hedging
business cycle model
stability
time delay
time-fractional-order
Hopf bifurcation
Einstein's evolution equation
Kolmogorov-Feller equation
diffusion equation
self-affine stochastic fields
random market hypothesis
efficient market hypothesis
fractal market hypothesis
financial time series analysis
evolutionary computing
modelling
economic growth
prediction
Group of Twenty
pseudo-phase space
economy
system modeling
deep assessment
least squares
modeling
GDP per capita
LSTM
econophysics
continuous-time random walk (CTRW)
Mittag-Leffler functions
Laplace transform
Fourier transform
n/a
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