Chaos and Hopf bifurcation of a finance system

Nonlinear Dynamics

Volumn 58, Issue 1-2, 2009, Pages 209-216

  Gao, Qin ^a   Ma, Junhai ^a  

^a TIANJIN UNIVERSITY   (China)

Author keywords

Hopf bifurcation; Lyapunov exponent; Ruelle Takens route; Strange nonchaotic attractor (SNA); Time delay

Indexed keywords

CONTROLLED SYSTEM; DYNAMICAL BEHAVIORS; LYAPUNOV EXPONENT; NUMERICAL SIMULATION; RUELLE-TAKENS ROUTE; STRANGE NONCHAOTIC ATTRACTOR (SNA); STRANGE NONCHAOTIC ATTRACTORS; TIME-DELAYED FEEDBACK;

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; LYAPUNOV METHODS; TIME DELAY;

HOPF BIFURCATION;

EID: 70349215638     PISSN: 0924090X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11071-009-9472-5     Document Type: Article

References (16)

1. A.C.-L. Chian E.L. Rempel C. Rogers 2006 Complex economic dynamics: Chaotic saddle, crisis and intermittency Chaos Solitons Fractals 29 5 1194 1218 1142.91652 10.1016/j.chaos.2005.08.218 2227683
2. L. Fanti P. Manfredi 2007 Chaotic business cycles and fiscal policy: An IS-LM model with distributed tax collection lags Chaos Solitons Fractals 32 2 736 744 1133.91482 10.1016/j.chaos.2005.11.024 2280116 (Pubitemid 44537763)
3. C. Grebogi E. Ott S. Pelikan J.A. Yorke 1984 Strange attractors that are not chaotic Physica D Nonlinear Phenom. 13 1-2 261 268 0588.58036 10.1016/0167-2789(84)90282-3 775290
4. J.F. Heagy S.M. Hammel 1994 The birth of strange nonchaotic attractors Physica D Nonlinear Phenom. 70 1-2 140 153 0807.58031 10.1016/0167-2789(94) 90061-2 1257853
5. A. Prasad B. Biswal R. Ramaswamy 2003 Strange nonchaotic attractors in driven excitable systems Phys. Rev. E 68 037201 10.1103/PhysRevE.68.037201
6. T. YalcInkaya Y.-C. Lai 1996 Blowout bifurcation route to strange nonchaotic attractors Phys. Rev. Lett. 77 25 5039 5042 10.1103/PhysRevLett.77. 5039
7. I.A. Khovanov N.A. Khovanova P.V.E. McClintock V.S. Anishchenko 2000 The effect of noise on strange nonchaotic attractors Phys. Lett. A 268 46 315 322 10.1016/S0375-9601(00)00183-3
8. H. Wenping F. Guolin G. Xinquan C. Jifan 2006 Dynamics of the Lorenz system under quasiperiodic driving Acta Phys. Sin. 55 06 3175 3179 (in Chinese)
9. M. Junhai C. Yushu 2001 Study for the bifurcation topological structure and the global complicated character of a kind of non-linear finance system (I) Appl. Math. Mech. 11 22 1119 1128 (in Chinese)
10. M. Junhai C. Yushu 2001 Study for the bifurcation topological structure and the global complicated character of a kind of non-linear finance system (II) Appl. Math. Mech. 12 22 1236 1242 (in Chinese)
11. Junhai, M.: The Reconstruction Technology of Complex Nonlinear System. Tianjin University Press, Tianjin (2005)
12. W.-C. Chen 2008 Dynamics and control of a financial system with time-delayed feedbacks Chaos Solitons Fractals 37 4 1198 1207 1142.93347 10.1016/j.chaos.2006.10.016
13. W.-C. Chen 2008 Nonlinear dynamics and chaos in a fractional-order financial system Chaos Solitons Fractals 36 5 1305 1314 10.1016/j.chaos.2006.07. 051 (Pubitemid 351172779)
14. X.-P. Yan C.-H. Zhang 2008 Hopf bifurcation in a delayed Lokta-Volterra predator-prey system Nonlinear Anal. Real World Appl. 9 1 114 127 1149.34048 10.1016/j.nonrwa.2006.09.007 2370167 (Pubitemid 47562890)
15. S. Ruan J. Wei 2003 On the zeros of transcendental functions with applications to stability of delay differential equations with two delays Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal. 10 863 874 1068.34072 2008751
16. Yushu, C.: Bifurcation and Chaos Theory of Nonlinear Vibration Systems. Higher Education Press, Beijing (1995)