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

Published on Dec 1, 2020in Advances in Difference Equations2.421
· DOI :10.1186/S13662-020-03131-9
Sukono5
Estimated H-index: 5
(UNPAD: Padjadjaran University),
Aceng Sambas12
Estimated H-index: 12
+ 4 AuthorsJumadil Saputra3
Estimated H-index: 3
(UMT: Universiti Malaysia Terengganu)
Sources
Abstract
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.
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