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
Link To Document :
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