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Predefined-Time Synchronization of a New Chaotic Finance System With Sinusoidal Modeling Uncertainty

Author

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  • Muhamad Deni Johansyah
  • Sundarapandian Vaidyanathan
  • Song Zheng
  • Khaled Benkouider
  • Aceng Sambas
  • Chittineni Aruna
  • Bob Foster

Abstract

This paper introduces a novel finance system (NFS) by incorporating a sinusoidal modeling uncertainty into the Gao–Ma financial system (2009). The dynamics of the new finance system are analyzed using Lyapunov exponents (LEs), bifurcation diagrams (BDs), and phase portraits. The parameter analysis reveals transitions between chaotic and periodic behaviors, such as chaotic dynamics for α = 2 and periodic dynamics for α = 5. Offset boosting control effectively shifts attractor positions without altering the system’s inherent dynamics, enabling unipolar chaotic signal generation. A predefined-time synchronization control scheme is designed, achieving synchronization within 5 s. Numerical simulations validate the theoretical findings, highlighting the system’s potential in financial risk modeling. Financial chaotic models and the predefined-time synchronization of such models have many real-world applications.

Suggested Citation

  • Muhamad Deni Johansyah & Sundarapandian Vaidyanathan & Song Zheng & Khaled Benkouider & Aceng Sambas & Chittineni Aruna & Bob Foster, 2026. "Predefined-Time Synchronization of a New Chaotic Finance System With Sinusoidal Modeling Uncertainty," Discrete Dynamics in Nature and Society, Hindawi, vol. 2026, pages 1-16, June.
    • Handle: RePEc:hin:jnddns:9552780
    DOI: 10.1155/ddns/9552780
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