Projects & Grants
| Fractional and fuzzy-fractional transport in disordered environments | |
|---|---|
| Project Id | 24-10177L |
| Main solver | prof. Irina Perfiljeva, CSc., dr. h. c., prof. h. c. |
| Period | 7/2024 - 6/2027 |
| Provider | Grantová agentura ČR |
| State | solved |
| Anotation | Fractional (fuzzy) calculus is a mathematical field with many applications in natural and socio-economic systems. It was recently used to model complex financial and physical phenomena, including large jumps and memory effects. Although some preliminary models of fractional finance have already been discussed, many open questions remain. The goal of this project is to develop and analyze financial models that can capture complex phenomena in real financial markets. Furthermore, we apply fractional diffusion models to other systems, including physical systems. |
