The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper presents an exactly solvable (by applying the fractional calculus) the rheological model of fractional dynamics of financial market conformed to the principle of no arbitrage present on financial market. The rheological model of fractional dynamics of financial market describes some singular, empirical, speculative daily peaks of stock market indices, which define crashes as a kind of phase...
In this work we applied our original solution of the literal Rheological Model of Fractional Dynamics of Financial Market, i.e., the time-dependent solution proportional to the Mittag-Leffler function superposed with oscillations, not only to describe the singular dynamics of financial markets but also to study the singular dynamics of various macroeconomic sectors. The approach makes possible to...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.