Author:
Sukono ,Sambas Aceng,He Shaobo,Liu Heng,Vaidyanathan Sundarapandian,Hidayat Yuyun,Saputra Jumadil
Abstract
AbstractIn this paper, a fractional-order model of a financial risk dynamical system is proposed and the complex behavior of such a system is presented. The basic dynamical behavior of this financial risk dynamic system, such as chaotic attractor, Lyapunov exponents, and bifurcation analysis, is investigated. We find that numerical results display periodic behavior and chaotic behavior of the system. The results of theoretical models and numerical simulation are helpful for better understanding of other similar nonlinear financial risk dynamic systems. Furthermore, the adaptive fuzzy control for the fractional-order financial risk chaotic system is investigated on the fractional Lyapunov stability criterion. Finally, numerical simulation is given to confirm the effectiveness of the proposed method.
Funder
Kementerian Riset Teknologi Dan Pendidikan Tinggi Republik Indonesia
National Natural Science Foundation of China
Natural Science Foundation of Hunan Province
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
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