Prediction and Control of Financial Crisis Based on Chaotic System

摘要：

Since chaos in economics been discovered,more and more chaos theory is applied to the study of economics and finance.Since the nineties of last century to the present,a lot of the financial crisis occurred,and even the global financial crisis,just like 2007-2008 global ciris.Many of the financial crisis,the phenomenon can be well explained by chaos theory,more and more people focus on how to use chaotic systems to control financial crisis.Many new models have been proposed and validated,but the financial crisis has not been effectively controlled.In summing up some of my previous work based on the use of tyapunov index gives a prediction method and a perturbation control method based on cycle control scheme.

关键词： financial crisis chaos time series risk management Duffing-Holmes model

作者: Yuepeng Wang Wu Yang Keli Li Feng Hu

作者单位: College of Mathematics and Information Science Guangxi University Nanning,China

会议类型: 国际会议

会议名称: 2010 2nd IEEE International Conference on Information and Financial Engineering(2010年第二届IEEE信息与金融工程国际会议 ICIFE 2010)

会议地点: 重庆

会议语种:英文

页码: 865-869

在线出版日期: 2010-09-17（万方平台首次上网日期，不代表论文的发表时间）