scholarly journals Portfolio selection based on uncertain fractional differential equation

2021 ◽  
Vol 7 (3) ◽  
pp. 4304-4314
Author(s):  
Ling Rao ◽  
Keyword(s):  
Differential Equation ◽  
Genetic Algorithm ◽  
Portfolio Selection ◽  
Fractional Differential Equations ◽  
Expected Value ◽  
The Other ◽  
Chance Constraint ◽  
Selection Problems ◽  
Fractional Differential ◽  
Memory Characteristics

<abstract><p>Portfolio selection problems are considered in the paper. The securities in the proposed problems are suggested to follow uncertain fractional differential equations which have memory characteristics. By introducing the left semi-deviation of the wealth, two problems are proposed. One is to maximize the expected value and minimize the left semi-variance of the wealth. The other is to maximize the expected value of the wealth with a chance constraint that the left semi-deviation of the wealth is not less than a given number at a confidence level. The problems are equivalent to determinant ones which will be solved by genetic algorithm. Examples are provided to show the effectiveness of the proposed methods.</p></abstract>

scholarly journals The General Solution of Differential Equations with Caputo-Hadamard Fractional Derivatives and Noninstantaneous Impulses

2017 ◽  
Vol 2017 ◽  
pp. 1-11 ◽  
Author(s):  
Xianzhen Zhang ◽  
Zuohua Liu ◽  
Hui Peng ◽  
Xianmin Zhang ◽  
Shiyong Yang
Keyword(s):  
Differential Equation ◽  
Integral Equation ◽  
General Solution ◽  
Differential Equations ◽  
Fractional Differential Equations ◽  
Fractional Derivatives ◽  
Order System ◽  
Impulsive Systems ◽  
Fractional Differential ◽  
Noninstantaneous Impulses

Based on some recent works about the general solution of fractional differential equations with instantaneous impulses, a Caputo-Hadamard fractional differential equation with noninstantaneous impulses is studied in this paper. An equivalent integral equation with some undetermined constants is obtained for this fractional order system with noninstantaneous impulses, which means that there is general solution for the impulsive systems. Next, an example is given to illustrate the obtained result.

scholarly journals Fractional spectral integral methods for valuing cryptocurrency asset flow fractional differential equations.

2021 ◽  
Author(s):  
Claude Moutsinga ◽  
Edson Pindza ◽  
Eben Mare
Keyword(s):  
Differential Equation ◽  
Numerical Simulations ◽  
Fractional Differential Equations ◽  
Emerging Market ◽  
Three Dimensional ◽  
Operator Approach ◽  
Integral Methods ◽  
Spectral Integration ◽  
Spectral Integral ◽  
Fractional Differential

Since its inception in 2009, the cryptocurrency market has grown considerably. Several authors have proposed models to explain the price movements of assets in this new emerging market. However, only few researches have been done using the dynamical approach. This paper proposes a robust time fractional spectral method for studying a three dimensional fractional differential equation that models cryptocurrency asset flow obtained by utilizing the concept of liquidity price. The method relies on fractional spectral integration matrix operator approach. Numerical simulations are conducted to show efficiency of the numerical method on the fractional cryptocurrency model compared to existing methods.

scholarly journals Fuzzy Conformable Fractional Differential Equations

2021 ◽  
Vol 2021 ◽  
pp. 1-6
Author(s):  
Atimad Harir ◽  
Said Melliani ◽  
Lalla Saadia Chadli
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Uniqueness Theorem ◽  
Fractional Differential Equations ◽  
Existence And Uniqueness ◽  
Existence And Uniqueness Theorem ◽  
Fractional Differential ◽  
Fractional Differentiability ◽  
Derivatives Of ◽  
Fuzzy Fractional Differential Equation

In this study, fuzzy conformable fractional differential equations are investigated. We study conformable fractional differentiability, and we define fractional integrability properties of such functions and give an existence and uniqueness theorem for a solution to a fuzzy fractional differential equation by using the concept of conformable differentiability. This concept is based on the enlargement of the class of differentiable fuzzy mappings; for this, we consider the lateral Hukuhara derivatives of order q ∈ 0,1 .

scholarly journals Solution of Fractional Differential Equations Utilizing Symmetric Contraction

2021 ◽  
Vol 2021 ◽  
pp. 1-17
Author(s):  
Aftab Hussain
Keyword(s):  
Differential Equation ◽  
Fixed Point ◽  
Fractional Differential Equations ◽  
Metric Space ◽  
Metric Spaces ◽  
Order Differential Equation ◽  
Fractional Order Differential Equation ◽  
Continuous Mappings ◽  
Fractional Differential ◽  
Fixed Point Technique

The aim of this paper is to present another family of fractional symmetric α - η -contractions and build up some new results for such contraction in the context of ℱ -metric space. The author derives some results for Suzuki-type contractions and orbitally T -complete and orbitally continuous mappings in ℱ -metric spaces. The inspiration of this paper is to observe the solution of fractional-order differential equation with one of the boundary conditions using fixed-point technique in ℱ -metric space.

scholarly journals Uniqueness of Iterative Positive Solution to Nonlinear Fractional Differential Equations with Negatively Perturbed Term

2020 ◽  
Vol 2020 ◽  
pp. 1-6
Author(s):  
Jingjing Tan ◽  
Meixia Li ◽  
Aixia Pan
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Convergence Rate ◽  
Boundary Value Problem ◽  
Positive Solution ◽  
Fractional Differential Equation ◽  
Fractional Differential Equations ◽  
Iterative Scheme ◽  
Approximation Error ◽  
Fractional Differential

We prove that there are unique positive solutions for a new kind of fractional differential equation with a negatively perturbed term boundary value problem. Our methods rely on an iterative algorithm which requires constructing an iterative scheme to approximate the solution. This allows us to calculate the estimation of the convergence rate and the approximation error.

scholarly journals Ulam-Hyers Stability for Cauchy Fractional Differential Equation in the Unit Disk

2012 ◽  
Vol 2012 ◽  
pp. 1-10 ◽  
Author(s):  
Rabha W. Ibrahim
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Fractional Differential Equation ◽  
Unit Disk ◽  
Fractional Differential Equations ◽  
Fractional Operators ◽  
Owa Operators ◽  
Non Linear ◽  
Fractional Differential

We prove the Ulam-Hyers stability of Cauchy fractional differential equations in the unit disk for the linear and non-linear cases. The fractional operators are taken in sense of Srivastava-Owa operators.

scholarly journals On Fuzzy Fractional Laplace Transformation

2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Ahmad Jafarian ◽  
Alireza Khalili Golmankhaneh ◽  
Dumitru Baleanu
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Fractional Differential Equations ◽  
Laplace Transformation ◽  
Fractional Differential

Fuzzy and fractional differential equations are used to model problems with uncertainty and memory. Using the fractional fuzzy Laplace transformation we have solved the fuzzy fractional eigenvalue differential equation. By illustrative examples we have shown the results.

scholarly journals SEPARABLE LOCAL FRACTIONAL DIFFERENTIAL EQUATIONS

Fractals ◽  
2016 ◽  
Vol 24 (02) ◽  
pp. 1650021 ◽  
Author(s):  
KIRAN M. KOLWANKAR
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Fractional Derivative ◽  
Fractional Differential Equation ◽  
Fractional Differential Equations ◽  
Local Scaling ◽  
Fractal Sets ◽  
Method Of Solution ◽  
Fractional Differential ◽  
Simple Equations

The concept of local fractional derivative was introduced in order to be able to study the local scaling behavior of functions. However it has turned out to be much more useful. It was found that simple equations involving these operators naturally incorporate the fractal sets into the equations. Here, the scope of these equations has been extended further by considering different possibilities for the known function. We have also studied a separable local fractional differential equation along with its method of solution.

scholarly journals Complex Transforms for Systems of Fractional Differential Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Rabha W. Ibrahim
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Fractional Differential Equation ◽  
Fractional Differential Equations ◽  
Existence And Uniqueness ◽  
Uniqueness Of Solutions ◽  
Fractional Differential

We provide a complex transform that maps the complex fractional differential equation into a system of fractional differential equations. The homogeneous and nonhomogeneous cases for equivalence equations are discussed and also nonequivalence equations are studied. Moreover, the existence and uniqueness of solutions are established and applications are illustrated.

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