Litcius/Paper detail

Investigation of the hyperchaos and control in the fractional order financial system with profit margin

Muhamad Deni Johansyah, Aceng Sambas, Sania Qureshi, Song Zheng, Tarek M. Abed‐Elhameed, Sundarapandian Vaıdyanathan, Ibrahim Mohammed Sulaiman

2024Partial Differential Equations in Applied Mathematics42 citationsDOIOpen Access PDF

Abstract

This research study proposes a novel hyperchaotic finance system with profit margin and then utilizes the Adomian Decomposition Method (ADM) to tackle the solution of the associated Caputo-derivative based fractional-order hyperchaotic finance system with profit margin. Numerical simulations and analyses, such as the evaluation of Lyapunov exponents (LE), the creation of bifurcation diagrams (BD), the complexity analysis (CA), and the 0-1 test, are used to get a full picture of the system. The results of our study demonstrate the occurrence of periodic, chaotic, and hyperchaotic dynamics in the system. Furthermore, the overall criteria for the existence and the uniqueness of the exact solutions for Caputo fractional-order models are presented. In addition, we present a control methodology for the fractional-order hyperchaotic financial system utilizing the Laplace transform and linear feedback control. Significantly, our research showcases a noteworthy correlation between the analytical results and numerical simulations, emphasizing the soundness and effectiveness of our methodology.

Topics & Concepts

Laplace transformUniquenessMathematicsChaoticControl theory (sociology)Fractional calculusSoundnessAdomian decomposition methodProfit (economics)Order (exchange)Lyapunov exponentMATLABBifurcationApplied mathematicsComputer scienceFinanceControl (management)EconomicsMathematical analysisPartial differential equationArtificial intelligenceProgramming languageQuantum mechanicsOperating systemMicroeconomicsNonlinear systemPhysicsFractional Differential Equations SolutionsChaos control and synchronizationComplex Systems and Time Series Analysis
Investigation of the hyperchaos and control in the fractional order financial system with profit margin | Litcius