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Публікація Model for Predictive Analysis of International Trade Based on the Dynamics of Stock Indices (Example of Data from the USA, Canada and UK)(2022) Rudenko, Diana; Serhiienko, Olena; Zeleniy, Oleksandr; Lyashenko, VyacheslavForecasting is one of the tools for assessing the functioning and development of processes, phenomena, objects. This tool has found its application in all areas of research. Among these areas of research, one should single out the direction that is associated with the economy. This is important because such studies help to assess the level of economic development, the welfare of mankind, to find ways for the further functioning and development of various processes, phenomena, objects. To solve the tasks set, various models are used that help to implement a certain forecast scheme. At the same time, the construction of such models involves the implementation of the corresponding stages of modeling. Such modeling steps help determine the type of the final model and implement the required predictive model. Therefore, we pay special attention to the individual stages of predictive modeling. The efficiency of building a predictive model is also determined by the applied problem that needs to be solved in the modeling process. In this paper, we consider the elements of a predictive model for the analysis of international trade. To do this, we use data on the dynamics of stock indices. In particular, we use the dynamics of stock indices, which describe the activities of banking institutions. To build individual elements of the predictive model, we use the apparatus of wavelet theory. Among the tools of wavelet theory, we use wavelet coherence. We also propose an approach for comparing different estimates of wavelet coherence. This approach is based on comparing the corresponding wavelet coherence estimates and visualizing the results. This allows you to better understand the mutual dynamics of stock indices and evaluate the dynamics of international trade. The paper presents various graphs and diagrams that help to understand the logic of the study and the results obtained.Публікація Dynamics of the Market for Shares of Medium-Sized Enterprises in the Cluster of US Food Companies with a Minimum Market Capitalization(2023) Bilotserkivskyi, Oleksandr; Kaganovskyy, O. S.; Lyashenko, VyacheslavThe functioning and development of business is closely related to the concept of security. Such security applies both to the direct conduct of certain activities and to the content surrounding the enterprise. Food security is of particular importance in this aspect. This type of security largely determines the economic aspects of the stable activity of various areas in ensuring sustainable interaction between business entities, countries and the population. Therefore, the analysis of the activities of enterprises from the cluster of food companies occupies a special place and is important in making appropriate decisions. Among the various characteristics of the activities of enterprises, attention should be paid to the dynamics of the prices of its shares. This allows you to analyze how the functioning of the business entity itself, and to obtain comparative aspects of such activities in comparison with other companies. In the article, on the example of a number of individual enterprises, a cluster of US food companies is considered. A feature of this consideration is the analysis of the activities of companies with a minimum market capitalization. The work presents a lot of drawings and diagrams. This allows us to understand the course of the study, to consider the activities of medium-sized businesses.Публікація On the Ratio of Futures Prices in the World Markets for Grain Commodities(2023) Bilotserkivskyi, Oleksandr; Stepurina, Svitlana; Lyashenko, VyacheslavGrain products play an important role as a factor in stable economic development. These goods provide food security, security of life support and activities of people. At the same time, the market for grain products is subject to the influence of various destabilizing factors, which affects the price of such products. Generalization of prices for any goods is the price dynamics for the corresponding futures goods. Thus, in order to analyze changes in the market of grain products, it is advisable to study the dynamics of prices for futures for these products. This allows you to understand the dynamics of the formation of a parity price between supply and demand. Such dynamics is formed under the influence of market factors, the impact of destabilizing factors, the conditions for the development of the relevant market segment and the actions of investors. For the corresponding analysis, we use descriptive statistics, which allows us to analyze current trends, identify peaks in changing price dynamics. To conduct a comparative analysis of price dynamics for various grain products, we use the wavelet ideology. Such an ideology makes it possible to obtain wavelet coherence estimates. These estimates contribute to the study of the grain market, the consideration of various investment strategies. The paper presents various graphs and schemes that allow you to repeat experiments and evaluate the results.Публікація Analysis of the Dynamics of Prices for Shares of Leading IT Companies: IBM, Intel, Apple, Microsoft, Casio Computer Co.(2023) Samorodov, Borys; Zastola, Yevhen; Lyashenko, VyacheslavAnalysis and comparison are research tools that allow you to consider various trends and make the necessary informed decisions. Currently, much attention is paid to IT technologies that contribute to the development of business entities, the introduction of new processes, and the formation of an innovative paradigm. This allows us to talk about the importance of IT companies in the formation of sustainable economic development, relationships between contractors and partners. Most of these companies are listed on the stock market where their securities are located. The display of such an appeal is the dynamics of prices for the relevant shares. The paper considers quotes for shares of leading high-tech companies. To do this, we use standard statistical methods, a quantitative comparison procedure, and wavelet theory. As a result of the analysis, we obtained various dependencies and data estimates, which are presented in the form of stock prices. The findings allow us to understand the dynamics that exist in the IT companies market. We can also develop approaches to the choice of investment strategies when implementing innovative solutions. The article contains many figures and diagrams. This helps to understand the progress of the research.Публікація Model of the Relationship Between ETFs of Individual European Countries: Austria, Belgium, Denmark, Croatia, Hungary(2023) Prokopovych, Svitlana; Sosnov, Ihor; Lyashenko, VyacheslavThe development of the economy is associated with the continuity of the investment process on an ongoing basis. Raising funds is possible through bank lending or through the securities market. We consider investments that are received in the stock market. For these purposes, as a rule, ETF funds are used. This allows you to diversify the source of borrowing and reduce risks. But at the same time, one should pay attention to the markets where such funds operate. Each regional market has its own specifics, factors that determine the characteristics of securities trading. You should also take into account the relationship between such structural units of the overall investment process. For the analysis, we use descriptive statistics that help to understand the current trends for investing in the market. We also use wavelet coherence, which is the basis for modeling relationships. This is necessary in order to assess the impact of different segments of the ETF market. The paper considers such countries as Austria, Belgium, Denmark, Croatia, Hungary. The results obtained allow: to evaluate investment decisions, choosing an effective strategy. Many figures and diagrams are presented in the work to understand the results.Публікація Analysis Dynamics of the Market Development of Funds for Investment: on the Example of Major ETF(2023) Serhiienko, Olena; Bril, Mykhailo; Lyashenko, VyacheslavThe sustainable functioning and development of both the economy as whole and individual business entities requires constant investment. Such an investment is possible both with the help of bank lending and on the basis of investment. Each of the approaches has its own advantages and disadvantages. In this paper, we consider investment. Investing comes in various types and forms. One of the types of investment is raising the necessary funds through investment funds. For these purposes, stock market instruments are used. We are considering an ETF fund. We examine the dynamics of the fund's main ETF instruments. For this analysis, we use descriptive statistics and wavelet analysis tools. The paper presents many graphs and charts that allow you to understand the course of the study and evaluate the results.Публікація Wavelet Analysis Methodology as a Tool for Predicting Cryptocurrency Price Dynamics(2021) Lyashenko, Vyacheslav; Sergienko, Olena; Stepurina, S. O.The stock market allows you to attract free investment resources, redistribute free financial resources between various spheres of the economy, business entities. For this, various tools and mechanisms for raising funds are used. Cryptocurrency is one of the tools of the modern stock market. The attractiveness of cryptocurrency, sharp and rapid changes in cryptocurrency prices necessitate various studies. At the same time, it is important to consider not only the dynamics of prices for cryptocurrencies, but also the mutual dynamics of prices between different types of cryptocurrencies. This is important in the aspect when choosing and building various forecasting models, assessing the mutual dynamics of cryptocurrency prices. To solve such a problem, it is necessary to carry out a complex and comprehensive analysis of the data. At the same time, it is important to obtain additional information that will be useful in the corresponding analysis. For this, it is proposed to use the wavelet ideology. We consider wavelet coherence as a data analysis tool. This choice is justified, and also the feasibility of its use on various datasets is confirmed. The paper deals with the mutual dynamics of prices for various types of cryptocurrencies. For this purpose, the corresponding estimates of the wavelet coherence are considered in the work. These estimates are based on real data. These estimates allow a number of conclusions to be drawn about cryptocurrency price prediction. In the work, information is presented in the form of various graphs and diagrams. This allows us to repeat and check the obtained estimates of the wavelet coherence, to evaluate the results that have been obtained.