A fractional Hawkes process model for earthquake aftershock sequences

L Davis, B Baeumer, T Wang - Journal of the Royal Statistical …, 2024 - academic.oup.com
A new type of Hawkes process, known as the fractional Hawkes Process (FHP), has been
recently introduced. This process uses a Mittag-Leffler density as the kernel function which is …

Recovering discrete delayed fractional equations from trajectories

JA Conejero, Ò Garibo‐i‐Orts… - Mathematical Methods in …, 2023 - Wiley Online Library
We show how machine learning methods can unveil the fractional and delayed nature of
discrete dynamical systems. In particular, we study the case of the fractional delayed logistic …

A note on fractional-type models of population dynamics

D Caratelli, PE Ricci - Mathematical Modelling and Analysis, 2024 - journals.vilniustech.lt
A Note on Fractional-Type Models of Population Dynamics Page 1 Mathematical Modelling and
Analysis Volume 29, Issue 3, 480–492, 2024 https://doi.org/10.3846/mma.2024.19588 A Note …

A mutually exciting rough jump-diffusion for financial modelling

D Hainaut - Fractional Calculus and Applied Analysis, 2024 - Springer
This article introduces a new class of diffusive processes with rough mutually exciting jumps
for modeling financial asset returns. The novel feature is that the memory of positive and …

[PDF][PDF] Gradient-enhanced fractional physics-informed neural networks for solving forward and inverse problems of the multiterm time-fractional Burger-type equation

S Yuan, Y Liu, Y Xu, Q Li, C Guo, Y Shen - AIMS Mathematics, 2024 - aimspress.com
In this paper, we introduced the gradient-enhanced fractional physics-informed neural
networks (gfPINNs) for solving the forward and inverse problems of the multiterm time …