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APPLYING FRACTIONAL CALCULUS TO MODEL STOCK MARKET RECOVERY PATTERNS

Samuel Chukwudi Eze
Published 26 February 2025
Vol. 11, No. 1 (2023)
pp. 31-62
CC BY 4.0
  1. 1
    Samuel Chukwudi Eze
    Department of Mathematics, Plateau State University, Bokkos, Plateau State, Nigeria
    NG

The dynamics of stock markets often exhibit complex behaviors that traditional models struggle to capture, particularly in recovery phases following periods of volatility. This paper introduces a novel mathematical model based on fractional calculus to describe and predict the rehabilitation dynamics of stock markets. We formulate a fractional differential equation (FDE) model and validate its effectiveness using historical market data. The model's ability to account for long-term memory effects and non-local interactions offers significant advantages over classical approaches

JournalInternational Journal of Data Science and Statistics
ISSN3065-0577
Volume / IssueVol. 11, No. 1 (2023)
Pages31-62
Published26 February 2025
Access Open Access
LicenseCC BY 4.0 — reuse with attribution
PublisherKeith Publications
Eze, S. (2025). APPLYING FRACTIONAL CALCULUS TO MODEL STOCK MARKET RECOVERY PATTERNS. International Journal of Data Science and Statistics, Vol. 11 No. 1, pp. 31-62

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