Research on application of fractional calculus in signal analysis and processing of stock market

DOI10.1016/J.CHAOS.2019.109468zbMath1495.91062OpenAlexW2996593569WikidataQ126584197 ScholiaQ126584197MaRDI QIDQ2123453

Keshu Yu, Tianze Han, Yuming Wan, Dongwei Zhao, Miao Yu

Publication date: 8 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.109468

zbMATH Keywords

wavelet analysisstock marketfractional calculusstock signal analysis

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Numerical methods for wavelets (65T60) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• A new operational matrix based on Bernoulli wavelets for solving fractional delay differential equations
• Variable-order fractional numerical differentiation for noisy signals by wavelet denoising
• An application of the Gegenbauer wavelet method for the numerical solution of the fractional Bagley-Torvik equation
• Numerical solutions with linearization techniques of the fractional Harry Dym equation
• Modified Wavelet Full-Approximation Scheme for the Numerical Solution of Nonlinear Volterra integral and integro-differential Equations

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