Dynamics and Complexity Analysis of A Fractional-order Financial Risk System Based on Adomian Decomposition Method
- Resource Type
- Conference
- Authors
- Yang, Kehao; Fu, Yihao; Zheng, Song; Johansyah, Muhamad Deni
- Source
- 2023 IEEE International Conference on Memristive Computing and Applications (ICMCA) Memristive Computing and Applications (ICMCA), 2023 IEEE International Conference on. :1-6 Dec, 2023
- Subject
- Components, Circuits, Devices and Systems
Signal Processing and Analysis
Heuristic algorithms
Time series analysis
Bifurcation
Approximation algorithms
Numerical simulation
Polynomials
Entropy
ADM
Complexity
Chaos
Fractional-order financial risk system
- Language
In this paper, we propose a fractional-order financial risk system with one absolute function term. The Adomian decomposition method (ADM) is used to numerically solve the fractional-order financial risk system. Dynamical characteristics are analyzed and phase portraits, Lyapunov exponents and bifurcation diagrams are discussed. It is indicated that fractional-order financial risk system exhibits chaotic and stable behavior. Furthermore, complexity analysis and the 0–1 test are applied to comprehensively investigate the financial risk system. The plots of complexity analysis and the 0–1 test validate the results from the Lyapunov exponents and bifurcation diagrams. Numerical results are given to demonstrate the effectiveness of the approach described here.