APPLYING FRACTIONAL CALCULUS TO MODEL STOCK MARKET RECOVERY PATTERNS
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
| Journal | International Journal of Data Science and Statistics |
| ISSN | 3065-0577 |
| Volume / Issue | Vol. 11, No. 1 (2023) |
| Pages | 31-62 |
| Published | 26 February 2025 |
| Access | Open Access |
| License | CC BY 4.0 — reuse with attribution |
| Publisher | Keith Publications |
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