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Numerical Simulations of Cryptocurrency Asset Flow Fractional Differential Equations |
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PP: 761-771 |
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doi:10.18576/amis/160510
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Author(s) |
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Claude Rodrigue Bambe Moutsinga,
Edson Pindza,
Eben Mare ́,
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Abstract |
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| The cryptocurrency market has grown exponentially since its inception in 2009. Asset price movements in this emerging market have been the subject of several research studies aimed at explaining their patterns. This article proposes a robust fractional time spectral method for studying a three-dimensional fractional differential equation which describes the flow and stability of cryptocurrency assets. The method relies on the fractional spectral integration matrix operator. We demonstrate the efficiency of the numerical method with comparison to existing methods.
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