A Novel Hyperchaotic Financial System with Sinusoidal Hyperbolic Nonlinearity: From Theoretical Analysis to Adaptive Neural Fuzzy Controller Method

Year 2024, Volume: 6 Issue: 1, 26 - 40, 31.03.2024

Muhamad Deni Johansyah , Seyed Mohamad Hamidzadeh , Khaled Benkouider , Sundarapandian Vaıdyanathan , Aceng Sambas , Mohamad Afendee Mohamed , Azwa Abdul Aziz

https://doi.org/10.51537/chaos.1336838

Cited By: 1

Abstract

Chaotic systems are known to be extremely sensitive to initial conditions, meaning small changes can have a significant impact on the outcomes. By analyzing the average profit margin in relation to chaotic dynamics, companies can conduct sensitivity analysis to assess the potential impact of various factors on their profitability. This analysis can help identify critical variables or scenarios that may significantly affect profit margins. In this article, we have proposed a hyperchaotic financial system with sinusoidal hyperbolic non-linear variables applied to the average profit margin. Furthermore, we have investigated the stability of the hyperchaotic financial dynamics model to provide information to companies to assess the consistency and reliability of their profitability. In addition, fundamental dynamic behavior like Lyapunov exponents, bifurcation analysis, coexisting attractors have been reported. Finally, a nonlinear feedback control approach is developed to train an adaptive neural fuzzy controller. The application of Lyapunov theory confirms that this nonlinear feedback controller can effectively minimize the synchronization error within a finite duration. The results from simulations establish the effectiveness of the proposed neural fuzzy controller architecture in controlling the synchronization of two hyperchaotic financial models. Additionally, the simulation includes a comparison between the performance of the nonlinear controller and the adaptive neural fuzzy controller.

Keywords

Chaotic system, Financial system, Dynamical analysis, Complexity analysis, Adaptive neural fuzzy controller

Supporting Institution

This research was funded by Universitas Padjadjaran

Project Number

-

Thanks

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