Fractional investigation of bank data with fractal-fractional Caputo derivative

被引:76
作者
Li, Zhongfei [1 ]
Liu, Zhuang [1 ]
Khan, Muhammad Altaf [2 ]
机构
[1] Sun Yat Sen Univ, Sun Yat Sen Business Sch, Guangzhou 510275, Peoples R China
[2] City Univ Sci & Informat Technol, Dept Math, Peshawar, KP, Pakistan
关键词
Fractal-fractional Caputo operator; Mathematical model; Real data; Numerical results; DYNAMIC COMPETITION ANALYSIS; MARKET; SYSTEMS; MODEL;
D O I
10.1016/j.chaos.2019.109528
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A novel investigation for banking data through mathematical model with a novel operator known as fractal-fractional in the sense of Caputo derivative is presented. We present the comparative analysis of rural and commercial banks data of Indonesia for the years 2004-2014 through a differential equation. We estimate some reasonable set of parameters for both the data and then present the numerical results. We show that the solution of the fractal-fractional model exists and unique. A novel numerical procedure for the fractal-fractional model with details is presented. Various graphical results are presented when considering the values of fractal and fractional order. We show that varying both the orders we have best fitting to the data. (C) 2019 Elsevier Ltd. All rights reserved.
引用
收藏
页数:12
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