Optimal control of nonlinear fractional-order chaotic financial risk system by analyzing risk control parameters using genetic algorithm and particle swarm optimization algorithm

The purpose of this article is to present the chaotic nonlinear fractional order model of financial risk with parameters of risk control analysis and risk control distortion and optimal control of the proposed model. For the mathematical modeling of the chaotic system of fractional order and the optimal control of financial risk, the modeling approach of the differential equations system with derivatives of fractional order was used. It was shown that the presented fractional order model is chaotic and needs optimal control. Simulation was done using genetic algorithm and particle swarm optimization algorithm. The research results show that with the proposed methods, the chaos in the model was determined in the best possible way. And the use of genetic algorithm and particle swarm optimization algorithm improves the optimal control of the model. Also, errors are reduced, accuracy and reliability are increased. The results of both proposed methods are excellent, effective and close to each other.

کلیدواژه ها:

Financial risk ، Particle Swarm Optimization ، Genetic Algorithm ، Optimal control ، non-linear fractional-order chaotic system