分数阶金融混沌系统的自适应模糊滑模同步
Adaptive Fuzzy Sliding Mode Synchronization for Fractional-Order Financial Chaos Systems
DOI: 10.12677/mos.2024.134416, PDF,    科研立项经费支持
作者: 崔晓萌：河北民族师范学院数学与计算机科学学院，河北 承德；王 丹：北京工商大学理学院，北京
关键词: 分数阶；混沌金融系统；自适应模糊滑模控制；Lyapunov稳定性；Fractional Order； Chaotic Financial System； Adaptive Fuzzy Sliding Mode Control； Lyapunov Stability
摘要: 金融混沌系统因其非线性特性和不可预测性给市场分析和风险管理带来了巨大挑战。针对这一问题，提出了一种具有外界干扰以及未知参数的分数阶复金融混沌系统。首先分析分数阶复域金融混沌系统的基本特性。其次，基于自适应滑模控制理论设计具有较强鲁棒性的控制器，以使系统趋于稳定。为削弱抖振，利用模糊控制策略对传统控制器进一步优化，旨在实现对此类系统的高效同步控制，进而为金融风险评估和管理提供一种新的思维方式。
Abstract: Financial chaotic systems bring great challenges to market analysis and risk management because of its nonlinear characteristics and unpredictability. In order to solve this problem, a fractional complex financial chaos system with external interference and unknown parameters is proposed. Firstly, the basic characteristics of the fractional complex financial chaotic system are analyzed. Secondly, based on the adaptive sliding mode control theory, a controller with strong robustness is designed to make the system stable. In order to reduce the jitter, the fuzzy control strategy is used to further optimize the traditional controller, aiming to achieve efficient synchronous control of such systems, and then provide a new way of thinking for financial risk assessment and management.
文章引用：崔晓萌, 王丹. 分数阶金融混沌系统的自适应模糊滑模同步[J]. 建模与仿真, 2024, 13(4): 4591-4601. https://doi.org/10.12677/mos.2024.134416

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