Complexity evolution of chaotic financial systems based on fractional calculus

DOI10.1016/j.chaos.2019.08.005zbMath1483.91225OpenAlexW2969031227MaRDI QIDQ2122340

Chunhui Wen, Jinhai Yang

Publication date: 6 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.08.005

zbMATH Keywords

chaosfractional calculusfinancial systemcomplexity evolution

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Simulation of dynamical systems (37M05) Qualitative investigation and simulation of ordinary differential equation models (34C60) Complex behavior and chaotic systems of ordinary differential equations (34C28) Fractional ordinary differential equations (34A08) Financial markets (91G15)

Related Items (7)

EXPLORING THE ASSET–LIABILITY RATIO FINANCIAL MANAGEMENT OF SMALL AND MEDIUM-SIZED ENTERPRISES UNDER DYNAMIC NONLINEAR SYSTEM ⋮ On a linearity between fractal dimension and order of fractional calculus in Hölder space ⋮ R-L ALGORITHM: AN APPROXIMATION ALGORITHM FOR FRACTAL SIGNALS BASED ON FRACTIONAL CALCULUS ⋮ THE EFFECTS OF THE RIEMANN–LIOUVILLE FRACTIONAL INTEGRAL ON THE BOX DIMENSION OF FRACTAL GRAPHS OF HÖLDER CONTINUOUS FUNCTIONS ⋮ Chaos synchronization of a finance chaotic system with an integral sliding mode controller ⋮ Complex chaotic systems and its complexity ⋮ TRACKING CONTROL AND STABILIZATION OF A FRACTIONAL FINANCIAL RISK SYSTEM USING NOVEL ACTIVE FINITE-TIME FAULT-TOLERANT CONTROLS

Cites Work

• Global regularity for a 2D model of electro-kinetic fluid in a bounded domain
• Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
• Boundary value problems for fractional differential equation with causal operators
• Mean square calculus and random linear fractional differential equations: Theory and applications
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