• DocumentCode
    2481691
  • Title

    Chaos in a Fractional-Order Nonlinear Financial System

  • Author

    Cheng Zheng-fu ; Shi Dong-ping

  • Author_Institution
    Coll. of Electron & Electr. Eng., Chongqing Univ. of Arts & Sci., Chongqing, China
  • fYear
    2010
  • fDate
    22-23 May 2010
  • Firstpage
    1
  • Lastpage
    3
  • Abstract
    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.
  • Keywords
    Lyapunov methods; finance; nonlinear systems; stability; Lyapunov exponents spectrum; chaotic attractors; fractional-order nonlinear financial system; nonlinear chaos financial system; stability theory; Art; Chaos; Control systems; Displays; Educational institutions; Electrons; Fluctuations; Macroeconomics; Microeconomics; Stability;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Systems and Applications (ISA), 2010 2nd International Workshop on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-1-4244-5872-1
  • Electronic_ISBN
    978-1-4244-5874-5
  • Type

    conf

  • DOI
    10.1109/IWISA.2010.5473433
  • Filename
    5473433