分数阶非线性金融系统中的混沌

Z. Cheng, D. Shi
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引用次数: 4

摘要

针对一类非线性混沌金融系统,提出了一种分数阶非线性金融系统。分数阶非线性金融系统的所有平衡点都以收益率为特征。根据各平衡点的特征,利用分数阶系统的稳定性理论,得到了分数阶非线性金融系统存在混沌吸引子的必要条件。得到了该分数阶非线性金融系统的Lyapunov指数谱。通过计算机仿真得到了该分数阶非线性金融系统的混沌吸引子。混沌吸引子的仿真结果表明,分数阶非线性金融系统中混沌吸引子存在的必要条件是正确的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Chaos in a Fractional-Order Nonlinear Financial System
According to a nonlinear chaos financial system, one fractional-order nonlinear financial system is proposed. The features of all equilibrium points for the fractional-order nonlinear financial system are yield. According to the features of all equilibrium points, the necessary condition for the existence of chaotic attractors in this fractional-order nonlinear financial system is obtained via the stability theory of fractional-order systems. The Lyapunov exponents spectrum of this fractional-order nonlinear financial system is obtained. The chaos attractors for this fractional-order nonlinear financial system are obtained by computer simulation. The simulation results of chaos attractors indicate that the necessary condition for the existence of chaotic attractors in fractional-order nonlinear financial system is correctly.
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