期刊
NONLINEAR DYNAMICS
卷 106, 期 4, 页码 3601-3614出版社
SPRINGER
DOI: 10.1007/s11071-021-06945-8
关键词
Competitive mode; Dynamical financial system; Ultimate bound; Lagrange multiplier method; Synchronization; Optimization
The study investigated the role of competitive mode in generating chaotic behavior in a financial dynamical system, finding it to be a good approach compared to fixed point analysis. The method presented for calculating the ultimate bound of the chaotic financial system is simpler and more accurate than other methods, and can be used for studying chaos synchronization. Numerical simulations confirmed the analytical results.
We have investigated the role of competitive mode for the generation of chaotic behavior in a financial dynamical system. Such type of events are very important in the light of stock market crush or volatile behavior. The competitive mode is a good approach other than the fixed point analysis. The character of mode frequencies and the attractor is analyzed numerically . Also, using an analytical method and Lagrange optimization, we were able to calculate the ultimate bound of the chaotic financial system. The method we have presented is simpler and more accurate than other methods that implicitly calculate the final boundary. The estimation of the ultimate bound can be used to study chaos synchronization. Numerical simulations illustrate the analytical results.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据