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Record W3089672324 · doi:10.1016/j.chaos.2020.110223

The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization

2020· article· en· W3089672324 on OpenAlexaff
Shubo Chen, Hadi Jahanshahi, Oumate Alhadji Abba, J.E. Solís-Pérez, Stelios Bekiros, J. F. Gómez‐Aguilar, Amin Yousefpour, Yu‐Ming Chu

Bibliographic record

VenueChaos Solitons & Fractals · 2020
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsWilfrid Laurier UniversityUniversity of Manitoba
FundersNational Natural Science Foundation of China
KeywordsPhase portraitRealization (probability)ChaoticLyapunov exponentPerspective (graphical)Fractional calculusComputer scienceBifurcationCascadeCHAOS (operating system)MathematicsControl theory (sociology)Applied mathematicsNonlinear systemStatisticsArtificial intelligencePhysicsEngineering

Abstract

fetched live from OpenAlex

Modeling and analysis of financial systems have been interesting topics among researchers. The more precisely we know dynamic of systems, the better we can deal with them. This way, in this paper, we investigate the effect of market confidence on a financial system from the perspective of fractional calculus. Market confidence, which is a significant concern in economic systems, is considered, and its effects are comprehensively investigated. The system has been studied through numerical simulations and analyses, such as the Lyapunov exponents, bifurcation diagrams, and phase portrait. It is shown that the system enters chaos through experiencing a cascade of period doublings, and the existence of chaos is verified. Finally, an analog circuit of the chaotic system is designed and implemented to prove its feasibility in real-world applications. Also, through the circuit implementation, the effects of different factors on the behavior of the systems are investigated.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.001
Threshold uncertainty score0.004

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.218
Teacher spread0.195 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations141
Published2020
Admission routes1
Has abstractyes

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