Fractional interaction of financial agents in a stock market network

DOI10.2478/amns.2020.1.00030OpenAlexW3022322085MaRDI QIDQ2690711

Mehmet Ali Balci

Publication date: 17 March 2023

Published in: Applied Mathematics and Nonlinear Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/amns.2020.1.00030

zbMATH Keywords

fractional calculusCaputo fractional derivativenetwork modellingstock market network

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Fractional derivatives and integrals (26A33) Financial networks (including contagion, systemic risk, regulation) (91G45)

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