Dynamical analysis,control,boundedness,and prediction for a fractional-order financial risk system

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外文摘要：This paper delves into the dynamical analysis,chaos control,Mittag-Leffler boundedness(MLB),and forecasting a fractional-order financial risk(FOFR)system through an absolute function term.To this end,the FOFR system is first proposed,and the adomian decomposition method(ADM)is employed to resolve this fractional-order system.The stability of equilibrium points and the corresponding control schemes are assessed,and several classical tools such as Lyapunov exponents(LE),bifurcation diagrams,complexity analysis(CA),and 0-1 test are further extended to analyze the dynamical behaviors of FOFR.Then the global Mittag-Leffler attractive set(MLAS)and Mittag-Leffler positive invariant set(MLPIS)for the proposed financial risk(FR)system are discussed.Finally,a proficient reservoir-computing(RC)method is applied to forecast the temporal evolution of the complex dynamics for the proposed system,and some simulations are carried out to show the effectiveness and feasibility of the present scheme.

外文关键词：

FOFR systemdynamical analysiscontrolboundednessforecasting

作者：

杨轲皓、郑松、余天虎、Aceng Sambas、Muhamad Deni Johansyah、Hassan Saberi-Nik、Mohamad Afendee Mohamed

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作者单位：

School of Data Science,Zhejiang University of Finance & Economics,Hangzhou 310018,China

Department of Mathematics,Luoyang Normal University,Luoyang 471934,China

Faculty of Informatics and Computing,Universiti Sultan Zainal Abidin,Besut Campus,22200,Terengganu,Malaysia

Department of Mechanical Engineering,Universitas Muhammadiyah Tasikmalaya,Tasikmalaya,Jawa Barat,46196,Indonesia

Department of Mathematics,Universitas Padjajdaran,Jatinangor,Kabupaten Sumedang 45363,Indonesia

Department of Mathematics and Statistics,University of Neyshabur,Neyshabur 9319774400,Iran

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出版年：

2024

DOI：

10.1088/1674-1056/ad7afb

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(11)