Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems

Abstract

This study examines the role of periodic information, the mechanism of influence, stochastic resonance, and its controllable analysis in complex corporate financial systems. A stochastic predator–prey complex corporate financial system model driven by periodic information is proposed. Additionally, we introduce signal power amplification to quantify the stochastic resonance phenomenon and develop a method for analyzing stochastic resonance in financial predator–prey dynamics within complex corporate financial systems. We optimize a simplified integral calculation method to enhance the proposed model’s performance, which demonstrates superiority over benchmark models based on empirical evidence. Based on stochastic simulations and numerical calculations, we can observe multiple stochastic and multiple inverse stochastic resonances. Furthermore, variations in initial financial information, periodic information frequency, and corporate growth capacity induced stochastic resonance and inverse stochastic resonance. These variations also led to state transitions between the two resonance behaviors, indicating transition phenomena. These findings suggest the potential for regulating and controlling stochastic and inverse stochastic resonance in complex corporate finance, enabling controllable stochastic resonance behaviors.