Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems

Based on the existing financial system risk models, a set of time-lag financial system risk models is established considering the influence brought by time-lag factors on the financial risk system, and the dynamical behavior of this system is analyzed by using chaos theory. Through Matlab simulation, the bifurcation diagram and phase diagram of time-lag risk intensity and control intensity are plotted. The analysis shows that this kind of time-lag financial system risk model has complex dynamic behavior, different motion states will appear when different parameter values are selected, and the time-lag risk intensity parameter also has a very strong influence on the system motion. To ensure the operation of the financial system in a stable state, measures with certain delay effects must be taken to control the risk and to choose the appropriate time-lag control intensity, and too much or too little time-lag control intensity is not conducive to the benign operation of the system.

Automated summary

By establishing time-lag financial system risk models and analyzing the dynamical behavior with chaos theory, it is found that different parameter values lead to different motion states in the system, and the time-lag risk intensity parameter strongly influences system motion. Proper measures with certain delay effects must be taken to control risk and select the appropriate time-lag control intensity for the system to operate in a stable state.