I. A. Alvarado-López

A Predictive Model of Currency Exchange Rates Based on Stochastic Fractional Power-Law Dynamics

This work proposes a stochastic fractional power-law model for currency exchange rate forecasting. The model incorporates nonlocal temporal effects through the Caputo fractional derivative and nonlinear scaling dynamics via a power-law formulation, providing a flexible framework for representing complex temporal behavi...