A PRACTICAL APPROACH TO FRACTIONAL ANALYSIS FOR FINANCE by Trần Hùng Thao, Nguyễn Tiến Dũng

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A model for transmission of partial resistance to anti-malarial drugs by Hengki Tasman, Edy Soewono, Kuntjoro Adji Sidarto, Din Syafruddin, William Oscar Rogers

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An Investigation on Gas Lift Performance Curve in an Oil-Producing Well by Deni Saepudin, Edy Soewono, Kuntjoro Adji Sidarto, Agus Yodi Gunawan, Septoratno Siregar, Pudjo Sukarno

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A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision by Christian de Schryver, Daniel Schmidt, Norbert Wehn, Elke Korn, Henning Marxen, Anton Kostiuk, Ralf Korn

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Venture Investment Incentive Mechanisms and Simulation with Venture Entrepreneurs Having Multistage Efforts Based on Fairness Preference Theory by Kaihong Wang, Chuan Ding, Jiacheng Chen, Aimin Li

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The global stability of coexisting equilibria for three models of mutualism by Paul Georgescu, Hong Zhang, Daniel Maxin

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Nonlinear Analysis of Return Time Series Model by Oriented Percolation Dynamic System by Anqi Pei, Jun Wang

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Nonlinear Behaviors of Tail Dependence and Cross-Correlation of Financial Time Series Model by Wei Deng, Jun Wang

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The Two-Stage Model of Entrepreneurs Financing Based on the Entry/Exit Decision by Kaihong Wang, Yin Mingyang, Zuo Jiani

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Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning by Won Joong Kim, Gunho Jung, Sun-Yong Choi

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Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model by Mohammad Reza Haddadi, Hossein Nasrollahi

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Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate, and Jump-Diffusion Models by Kaili Xiang, Yindong Zhang, Xiaotong Mao

“…Option pricing is always one of the critical issues in financial mathematics and economics. Brownian motion is the basic hypothesis of option pricing model, which questions the fractional property of stock price. …”
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Determination of Novel Estimations for the Slater Difference and Applications by Muhammad Adil Khan, Hidayat Ullah, Tareq Saeed, Zaid M. M. M. Sayed, Salha Alshaikey, Emad E. Mahmoud

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Intuitionistic fuzzy variational inequalities and their applications by Tareq Saeed

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Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach by Kyoung-Joo Lee, Sun-Yong Choi

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Numerical Approximation of Riccati Fractional Differential Equation in the Sense of Caputo-Type Fractional Derivative by Xin Liu, Kamran, Yukun Yao

“…The Riccati differential equation is a well-known nonlinear differential equation and has different applications in engineering and science domains, such as robust stabilization, stochastic realization theory, network synthesis, and optimal control, and in financial mathematics. In this study, we aim to approximate the solution of a fractional Riccati equation of order 0<β<1 with Atangana–Baleanu derivative (ABC). …”
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Dynamics and Control of Worm Epidemic Based on Mobile Networks by SEIQR-Type Model with Saturated Incidence Rate by Rui Hu, Qingwu Gao, Bairong Wang

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Modeling Temperature and Pricing Weather Derivatives Based on Temperature by Birhan Taştan, Azize Hayfavi

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Applying the Virtual Input-Output Method to the Identification of Key Nodes in Busy Traffic Network by Fan Yang, Fei Yan, Chikun Zhang, Xiaoying Tang, Jianchang Li, Xindan Zhang, Yingxin Gan

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Solving the Black–Scholes European options model using the reduced differential transform method with powered modified log-payoff function by S.E. Fadugba, A.M. Udoye, S.C. Zelibe, S.O. Edeki, C. Achudume, A.A. Adeyanju, O. Makinde, P.A. Bankole, M.C. Kekana

“…The findings from this study highlight the potential of RDTM as a powerful tool in the realm of financial mathematics, offering substantial improvements in the computational efficiency and accuracy of option pricing models.…”
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