首页|On fractional discrete financial system:Bifurcation,chaos,and control

On fractional discrete financial system:Bifurcation,chaos,and control

扫码查看
原文链接
  • 万方数据
  • 维普
The dynamic analysis of financial systems is a developing field that combines mathematics and economics to under-stand and explain fluctuations in financial markets.This paper introduces a new three-dimensional(3D)fractional financial map and we dissect its nonlinear dynamics system under commensurate and incommensurate orders.As such,we evaluate when the equilibrium points are stable or unstable at various fractional orders.We use many numerical methods,phase plots in 2D and 3D projections,bifurcation diagrams and the maximum Lyapunov exponent.These techniques reveal that financial maps exhibit chaotic attractor behavior.This study is grounded on the Caputo-like discrete operator,which is specifically influenced by the variance of the commensurate and incommensurate orders.Furthermore,we confirm the presence and measure the complexity of chaos in financial maps by the 0-1 test and the approximate entropy algorithm.Additionally,we offer nonlinear-type controllers to stabilize the fractional financial map.The numerical results of this study are obtained using MATLAB.

financial modelstabilitychaoscommensurate and incommensurate orderscomplexity

Louiza Diabi、Adel Ouannas、Amel Hioual、Shaher Momani、Abderrahmane Abbes

展开 >

Laboratory of Dynamical Systems and Control,University of Larbi Ben M'hidi,Oum El Bouaghi 04000,Algeria

Department of Mathematics and Computer Science,University of Larbi Ben M'hidi,Oum El Bouaghi 04000,Algeria

Nonlinear Dynamics Research Center,Ajman University,Ajman 346,United Arab Emirates

Department of Mathematics,The University of Jordan,Amman 11942,Jordan

Laboratory of Mathematics,Dynamics and Modelization,University Badji Mokhtar,Annaba 23000,Algeria

展开 >

2024

10.1088/1674-1056/ad5d96

中国物理B(英文版)
中国物理学会和中国科学院物理研究所

中国物理B(英文版)

CSTPCDEI
影响因子：0.995
ISSN：1674-1056
年,卷(期)：2024.33(10)