Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems
Based on the existing financial system risk models, a set of time-lag financial system risk models is established considering the influence brought by time-lag factors on the financial risk system, and the dynamical behavior of this system is analyzed by using chaos theory. Through Matlab simulation...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/5513375 |
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| _version_ | 1849684318854578176 |
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| author | Hui Wang Runzhe Liu Yang Zhao Xiaohui Du |
| author_facet | Hui Wang Runzhe Liu Yang Zhao Xiaohui Du |
| author_sort | Hui Wang |
| collection | DOAJ |
| description | Based on the existing financial system risk models, a set of time-lag financial system risk models is established considering the influence brought by time-lag factors on the financial risk system, and the dynamical behavior of this system is analyzed by using chaos theory. Through Matlab simulation, the bifurcation diagram and phase diagram of time-lag risk intensity and control intensity are plotted. The analysis shows that this kind of time-lag financial system risk model has complex dynamic behavior, different motion states will appear when different parameter values are selected, and the time-lag risk intensity parameter also has a very strong influence on the system motion. To ensure the operation of the financial system in a stable state, measures with certain delay effects must be taken to control the risk and to choose the appropriate time-lag control intensity, and too much or too little time-lag control intensity is not conducive to the benign operation of the system. |
| format | Article |
| id | doaj-art-c20d32bc2c804e6eab962cb933a9d034 |
| institution | DOAJ |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2021-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-c20d32bc2c804e6eab962cb933a9d0342025-08-20T03:23:30ZengWileyComplexity1076-27871099-05262021-01-01202110.1155/2021/55133755513375Prediction and Application of Computer Simulation in Time-Lagged Financial Risk SystemsHui Wang0Runzhe Liu1Yang Zhao2Xiaohui Du3School of Management, Suzhou University, Suzhou 234000, Anhui, ChinaSchool of Management, Suzhou University, Suzhou 234000, Anhui, ChinaUniversity of Chinese Academy of Sciences, Beijing 100049, ChinaHebei Normal University, Shijiazhuang 050024, Hebei, ChinaBased on the existing financial system risk models, a set of time-lag financial system risk models is established considering the influence brought by time-lag factors on the financial risk system, and the dynamical behavior of this system is analyzed by using chaos theory. Through Matlab simulation, the bifurcation diagram and phase diagram of time-lag risk intensity and control intensity are plotted. The analysis shows that this kind of time-lag financial system risk model has complex dynamic behavior, different motion states will appear when different parameter values are selected, and the time-lag risk intensity parameter also has a very strong influence on the system motion. To ensure the operation of the financial system in a stable state, measures with certain delay effects must be taken to control the risk and to choose the appropriate time-lag control intensity, and too much or too little time-lag control intensity is not conducive to the benign operation of the system.http://dx.doi.org/10.1155/2021/5513375 |
| spellingShingle | Hui Wang Runzhe Liu Yang Zhao Xiaohui Du Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems Complexity |
| title | Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems |
| title_full | Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems |
| title_fullStr | Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems |
| title_full_unstemmed | Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems |
| title_short | Prediction and Application of Computer Simulation in Time-Lagged Financial Risk Systems |
| title_sort | prediction and application of computer simulation in time lagged financial risk systems |
| url | http://dx.doi.org/10.1155/2021/5513375 |
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