29 research outputs found

    Modeling the Behavior of Inflation Rate in Albania Using Time Series

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    In this paper, time series theory is used to modelling monthly inflation data in Albania during the period from January 2000 to December 2016. The autoregressive conditional heteroscedastic (ARCH) and their extensions, generalized autoregressive conditional heteroscedasticity (GARCH)) models are used to better fit the data. The study reveals that the inflation series is stationary, non-normality and has serial correlation.   Based on minimum AIC and SIC values the best model turn to be GARCH (1, 1) model with mean equation ARMA (2, 1)x(2, 0)12. Based on the selected model one year of inflation is forecasted (from January 2016 to December 2016)

    Ostrowski type fractional integral inequalities for generalized (g, s, m, φ)-preinvex functions

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    In the present paper, a new class of generalized (g, s, m, φ)-preinvex function is introduced and some new integral inequalities for the left hand side of Gauss-Jacobi type quadrature formula involving generalized (g, s, m, φ)-preinvex functions are given. Moreover, some generalizations of Ostrowski type inequalities for generalized (g, s, m, φ)-preinvex functions via Riemann-Liouville fractional integrals are established. At the end, some applications to special means are given.peerReviewe

    Some extensions Hardy integral inequalities and their analogues on finite interval

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    The aim of this paper is to give some extensions Hardy integral inequalities for sum and product of several functions and their analogues inequalities on finite interval. Some direct consequences are established. Also a partial answer of an open problem posed by Sroysang is obtained

    Hermite–Hadamard type inequalities via k-fractional integrals concerning differentiable generalized η-convex mappings

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    The authors discover a new identity concerning differentiable mappings dened on (m; g; θ)-invex set via k-fractional integrals. By using the obtained identity as an auxiliary result, some new estimates with respect to Hermite–Hadamard type inequalities via k-fractional integrals for generalized-m-(((h1 ∘g)p; (h2 ∘g)q); (η1; η2))-convex mappings are presented. It is pointed out that some new special cases can be deduced from the main results. Also, some applications to special means for different positive real numbers are provided

    Hermite-Hadamard type inequalities for generalized (s,m,φ)-preinvex Godunova-Levin functions

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    In the present paper, a new class of generalized (s,m,φ)-preinvex Godunova-Levin function of the second kind is introduced. Moreover, some left inequalities of Gauss-Jacobi type quadrature formula are given and some Hermite-Hadamard type inequalities for generalized (s,m,φ)-preinvex Godunova-Levin functions of the second kind via classical integrals are established. At the end, some applications to special means are given

    Uncertain fuzzy Ostrowski type inequalities for the generalized (s,m)-preinvex Godunova-Levin functions of second kind

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    In the present paper, the notion of the generalized (s, m)- preinvex Godunova-Levin function of second kind is introduced and some uncertain fuzzy Ostrowski type inequalities for the generalized (s, m)-preinvex Godunova-Levin functions of second kind via classical integrals and Riemann-Liouville fractional integrals are established

    Testing the martingales property of daily exchange rate

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    The purpose of this paper is to test whether the Albanian exchange rate market is weak form efficient by studying the statistical behavior of daily Euro and USD exchange rate against Albanian Lekё, which are the most influential currency in Albania market, during the period January 05, 2010 – April 30, 2015. The study seeks to examine whether this currencies follow each a martingale. The unit root tests (individually and panel) and variation ratio test are used. The various analytical tests implemented in the study provide evidence of non-martingale property of exchange market in Albania

    ON DOUBLE NEW INTEGRAL TRANSFORM AND DOUBLE LAPLACE TRANSFORM

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    In this paper, a relationship between double new integral transform and double Laplace transform was establish and many other results are presented. In this paper is considered general linear telegraph equation with constant coefficients and wave equation (Hassan Eltayeb et al., 2010) (Tarig. M. Elzaki et al., 2012). The applicability of this relatively double new integral transform is demonstrated using some special functions, which arise in the solution of PDEs. First, we transform the partial differential equations to algebraic equations by using double new integral transform method and second, using the inverse double new integral transform we get the solution of PDEs

    New integral transform in Caputo type fractional difference operator

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    In this paper, we introduce Caputo type nabla (q,h)-fractional difference operators and investigate their basic properties and also to show the applicability of this interesting (q,h)- new integral transform method and its efficiency in solving linear fractional difference equations. Differential equations with fractional derivative provide a natural framework for the discussion of various kinds of real problems modeled by the aid of fractional derivative. Discrete analogues of some topics of continuous fractional calculus have been developed. Finally, we provide the general solutions in terms of discrete Mittag-Leffler functions

    Testing the martingales property of daily exchange rate

    Get PDF
    The purpose of this paper is to test whether the Albanian exchange rate market is weak form efficient by studying the statistical behavior of daily Euro and USD exchange rate against Albanian Lekё, which are the most influential currency in Albania market, during the period January 05, 2010 – April 30, 2015. The study seeks to examine whether this currencies follow each a martingale. The unit root tests (individually and panel) and variation ratio test are used. The various analytical tests implemented in the study provide evidence of non-martingale property of exchange market in Albania
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