首页|基于利率浮动阈值条件下一类分数阶金融系统动力学特征及其仿真研究

基于利率浮动阈值条件下一类分数阶金融系统动力学特征及其仿真研究

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利用混沌与分岔理论研究了一类基于利率浮动阈值条件的分数阶金融系统动力学行为。首先,分析了系统的稳定性,平衡点。其次,借助预估校正法,数值仿真了关于微分阶数,储蓄量,投资成本和商品需求弹性的分岔图、相图,结合分岔图、相图、Lyapunov指数分析了该系统具有的复杂动力学行为,研究了各金融指标对系统复杂演化行为的影响,并给出了相应的Lyapunov指数的演化特性图,所得结果为金融管理部门进行宏观调控提供了理论支持。
Simulated Dynamics Complexity of Fractional Financial System with Floating Rates of Interest
In this paper,the chaos and bifurcation theory are used to study the dynamic behavior of a class of fractional financial system with floating rates of interest.Firstly,the stability of the system and the equilibrium point are analyzed.Secondly,with the predictor-corrector method,the bifurcation diagram and phase diagram about the differential order,savings,investment cost and commodity demand elasticity are numerically simulated.From the bifurcation diagram and phase diagram,the evolution characteristics of Lyapunov index it can be obtained that the system has complex dynamic behavior.Combined with the analysis of various financial indicators,the research results provide a theoretical basis for the financial regulation system of relevant departments.

fractional financial systemstabilityfloating rates of interestLyapunov index

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天水师范学院 数学与统计学院,甘肃 天水 741001

分数阶金融系统 稳定性 利率浮动阈值 Lyapunov指数

国家自然科学基金项目天水市科技支撑计划项目天水师范学院科研项目

121610772023-FZJHK-3157TDJ2023-02

2024

数学的实践与认识
中国科学院数学与系统科学研究院

数学的实践与认识

CSTPCD北大核心
影响因子:0.349
ISSN:1000-0984
年,卷(期):2024.54(10)