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CHAOS AND HOPF BIFURCATION OF A FINANCE SYSTEM WITH DISTRIBUTED TIME DELAY

A the continuous time finance system with distributed time delay is firstly proposed and the complex dynamic behavior of the system is investigated in this paper. The system shows complex dynamics such as periodic, quasi-periodic, Hopf bifurcation, and chaotic behaviors, the theoretical results obtained in this paper are confirmed by numerical simulations. The model thus offers an explanation of the periodicity and irregularity in commercial markets. This research has important theoretical and practical meanings.