Dynamics and Complexity Analysis of A Fractional-order Financial Risk System Based on Adomian Decomposition Method

In this paper, we propose a fractional-order financial risk system with one absolute function term. The Adomian decomposition method (ADM) is used to numerically solve the fractional-order financial risk system. Dynamical characteristics are analyzed and phase portraits, Lyapunov exponents and bifurcation diagrams are discussed. It is indicated that fractional-order financial risk system exhibits chaotic and stable behavior. Furthermore, complexity analysis and the 0–1 test are applied to comprehensively investigate the financial risk system. The plots of complexity analysis and the 0–1 test validate the results from the Lyapunov exponents and bifurcation diagrams. Numerical results are given to demonstrate the effectiveness of the approach described here.