Dynamical analysis and adaptive fuzzy control for the fractional-order financial risk chaotic system

Advances in Difference Equations

article

Sukono¹  Sambas, Aceng²  He, Shaobo³  Liu, Heng⁴  Vaidyanathan, Sundarapandian⁵  Hidayat, Yuyun¹  Saputra, Jumadil⁶ 

[1] Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran;Department of Mechanical Engineering, Universitas Muhammadiyah Tasikmalaya;School of Computer, Science and Technology, Hunan University of Arts and Science;School of Science, Guangxi University for Nationalities;School of Electrical and Computing, Vel Tech University;Faculty of Business, Economics and Social Development, Universiti Malaysia Terengganu

关键词: Chaos;    Financial risk system;    Fractional-order model;    Dynamical analysis;    Adaptive fuzzy control;   

DOI  :  10.1186/s13662-020-03131-9

学科分类：航空航天科学

来源: SpringerOpen

【 摘 要 】

In 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.

【 授权许可】

CC BY