Sukono et al. Advances in Difference Equations ( 2020) 2020:674
https://doi.org/10.1186/s13662-020-03131-9
RESEARCH Open Access
Dynamical analysis and adaptive fuzzy
control for the fractional-order financial risk
chaotic system
Sukono
1*
, Aceng Sambas
2
, Shaobo He
3
, Heng Liu
4
, Sundarapandian Vaidyanathan
5
, Yuyun Hidayat
1
and
Jumadil Saputra
6
*
Correspondence:
sukono@unpad.ac.id
1
Department of Mathematics,
Faculty of Mathematics and Natural
Sciences, Universitas Padjadjaran,
Sumedang, Indonesia
Full list of author information is
available at the end of the article
Abstract
In this paper, a fractional-order model of a financial risk dynamical system is proposed
and the complex behavior of such a system is presented. The basic dynamical
behavior of this financial risk dynamic system, such as chaotic attractor, Lyapunov
exponents, and bifurcation analysis, is investigated. We find that numerical results
display periodic behavior and chaotic behavior of the system. The results of
theoretical models and numerical simulation are helpful for better understanding of
other similar nonlinear financial risk dynamic systems. Furthermore, the adaptive
fuzzy control for the fractional-order financial risk chaotic system is investigated on
the fractional Lyapunov stability criterion. Finally, numerical simulation is given to
confirm the effectiveness of the proposed method.
Keywords: Chaos; Financial risk system; Fractional-order model; Dynamical analysis;
Adaptive fuzzy control
1 Introduction
Chaotic systems have received more attention due to their potential applications in eco-
nomics and management, such as equity market indices: cases from the United Kingdom
[1], monetary aggregates [2], business cycle [3], firm growth and R&D investment [4],
chaotic behavior in foreign direct investment, and foreign capital investments [5, 6].
Some nonlinear models have been established to investigate the complex economic dy-
namics such as Goodwin’s accelerate model [7], Van der Pol’s models [8], Duffing–Holmes
model [9], Kaldoria model [10], and IS-LM model [11]. In recent years, chaotic economics
has obtained intensive attention and has been raised to engineering applications for un-
derstanding the complex behavior of the real financial market. In [12], Chen studied the
chaos behavior in a financial system with the help of fractional order. In [13], Gao and Ma
introduced a new finance chaotic system and exhibited Hopf bifurcation in the qualitative
analysis of the finance system. In [14], Wang et al. described a finance chaotic system with
delayed fractional order. In [15], Yu et al. used speed feedback control and linear feedback
control for stabilizing hyperchaotic finance system to unstable equilibrium. In [16], Wang
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