Chaos in integer order and fractional order financial systems and their synchronization

被引：20
|
作者：
Xu, Fei [1 ]
Lai, Yongzeng [1 ]
Shu, Xiao-Bao [2 ]
机构：
[1] Wilfrid Laurier Univ, Dept Math, Waterloo, ON, Canada
[2] Hunan Univ, Dept Math, Changsha 410082, Hunan, Peoples R China
来源：
CHAOS SOLITONS & FRACTALS | 2018年 / 117卷
基金：
中国国家自然科学基金; 加拿大自然科学与工程研究理事会;
关键词：
Financial system; Chaos; Fractional order system of differential equations; Integer order system of differential equations; BIFURCATION TOPOLOGICAL-STRUCTURE; GLOBAL COMPLICATED CHARACTER; ATTRACTORS; DYNAMICS; KIND;
D O I：
10.1016/j.chaos.2018.10.005
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we use integer order and fractional order differential equation systems to model a financial system. Based on the interaction among several financial factors, a model is constructed. Both mathematical analyses and numerical simulations are carried out to illustrate the characteristic of the model. We find that the system displays a variety of rich dynamic behaviours including chaos over a wide range of system parameters. Our investigation indicates that the interplay among several financial factors lead to chaos under some circumstances. We then design control laws to synchronization two integer order financial systems and two fractional order financial systems. Numerical simulations are presented to verify the effectiveness of the designed control laws. (C) 2018 Elsevier Ltd. All rights reserved.
引用
收藏
页码：125 / 136
页数：12
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