Type-3 fuzzy logic and Lyapunov approach for dynamic modeling and analysis of financial markets

被引：0
|
作者：
Yan, Shu-Rong [1 ]
Mohammadzadeh, Ardashir [2 ]
Ghaderpour, Ebrahim [3 ,4 ]
机构：
[1] Guangzhou Huashang Univ, Sch Finance, Guangzhou 511300, Peoples R China
[2] Astana IT Univ, Dept Computat & Data Sci, Prospekt Mangilik Yel 020000, Astana, Kazakhstan
[3] Earth & Space Inc, Calgary, AB T3A 5B1, Canada
[4] Sapienza Univ Rome, Dept Earth Sci, Ple Aldo Moro 5, I-00185 Rome, RM, Italy
来源：
HELIYON | 2024年 / 10卷 / 13期
关键词：
Fuzzy logic systems; Learning; Financial chaotic systems; Type-3 fuzzy logic; Lyapunov views; Financial markets; PERIODIC-SOLUTION; BEHAVIOR; ECONOMY; CHAOS;
D O I：
10.1016/j.heliyon.2024.e33730
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
Chaos theory offers a new way to investigate variations in financial markets data that cannot be obtained with traditional methods. The primary approach for diagnosing chaos is the existence of positive small Lyapunov views. The positive Lyapunov index indicates the average instability and the system's chaotic nature. The negativity indicates the average rate of non-chaoticness. In this paper, a new approach on basis of type-3 fuzzy logic systems is introduced for modeling the chaotic dynamics of financial data. Also, the attracting dimension tests and the Lyapunov views in the reconstructed dynamics are used for examinations. The simulations on case-study currency market show the applicability and good accuracy of the suggested approach.
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页数：12
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