On Mathematical Models of a Finance System
WSEAS Transactions on Systems and Control 2025
Inna Samuilika, Felix Sadyrbaev, Anna Levicka

This paper opens new possibilities for application of chaos theory in the financial industry, namely analyzing solutions of systems of ordinary differential equations using the Lyapunov exponent and KaplanYork dimensions. Using mathematical tools, including two-dimensional and three-dimensional attractor projections, a three-dimensional financial model constructed using ordinary differential equations is analyzed in detail, and conclusions are drawn about the chaotic behavior of the solutions of the system. This paper considers both a financial chaotic system proposed by Gao and Ma in 2009 and its modified analog. The 2D and 3D images of the attractor are provided.


Atslēgas vārdi
chaos, attractor, Lyapunov exponents, Kaplan-York dimension, chaotic solutions, 2D subspace, 3D image
DOI
10.37394/23203.2025.20.6
Hipersaite
https://wseas.com/journals/sac/2025/a125103-005(2025).pdf

Samuilika, I., Sadyrbaev, F., Levicka, A. On Mathematical Models of a Finance System. WSEAS Transactions on Systems and Control, 2025, Vol. 20, No. 6, 50.-55.lpp. ISSN 1991-8763. e-ISSN 2224-2856. Pieejams: doi:10.37394/23203.2025.20.6

Publikācijas valoda
English (en)
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