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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, Vyacheslav
Forecasting 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.
Analysis of the dynamics of Europe stock markets development
(Fintechalliance LLC, 2023) Serhiienko, Olena; Bril, Mykhailo; Baranova, Valeria; Tatar, Maryna; Bilotserkivskyi, Oleksandr
The article proposes a complex of economic and mathematical models of assessment, analysis, and forecasting of the world stock indices development state for effective management of investment flows. The modern concept and strategy of European countries’ stock market development were considered, and the existing methods of diagnosing the stock market development level were analyzed. ARIMA models were built and spectral analysis of the main world indices was carried out. The possible trends in the stock indices development for the future period were analyzed using predictive models. It makes it possible to determine directions for improving the stock market efficiency and investment strategies in modern conditions.The proposed set of models for evaluation, analysis, and forecasting of the world stock indices state can be used to test various trading strategies and to test various hypotheses in relation to the entire stock portfolio of a particular company or to one stock index. The results of the research can be used in the development of theoretical provisions and methodological tools for evaluating the global stock market effectiveness in modern conditions and development trends in local markets.
Analysis Dynamics of the Market Development of Funds for Investment: on the Example of Major ETF
(2023) Serhiienko, Olena; Bril, Mykhailo; Lyashenko, Vyacheslav
The 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.

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