Jambura Journal of Mathematics
Vol 4, No 2: July 2022

Sistem Chaos Model Risiko Keuangan: Analisis Dinamik

Siti Hadiaty Yuningsih (Departemen Matematika, Fakultas MIPA, Universitas Padjadjaran, Sumedang 45363)
Sukono Sukono ([SCOPUS ID: 55953611400] Departemen Matematika, Fakultas MIPA, Universitas Padjadjaran, Sumedang 45363,)
Endang Rusyaman (Departemen Matematika, Fakultas MIPA, Universitas Padjadjaran, Sumedang 45363)



Article Info

Publish Date
08 Jun 2022

Abstract

Chaos phenomena appear in dynamic, nonlinear and deterministic systems. One model that is being intensively researched is financial risk. This model has system variables such as interest rate, investment demand, and stock price index. This study shows that the new financial system has interesting characteristics including multistability equilibrium points, Lyapunov exponents and bifurcation diagrams. The results of this study use MATLAB for phase diagrams of the financial system. The Lyapunov exponent and analysis of the Bifurcation diagram have been generated showing the chaotic phenomena in the intervals 0 a 15 and 0 b 0.25. The resulting Kaplan-Yorke dimension is 2.2506. The results of this study can be used to predict financial risk chaos.

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Journal Info

Abbrev

jjom

Publisher

Subject

Mathematics

Description

Jambura Journal of Mathematics (JJoM) is a peer-reviewed journal published by Department of Mathematics, State University of Gorontalo. This journal is available in print and online and highly respects the publication ethic and avoids any type of plagiarism. JJoM is intended as a communication forum ...