Кафедри
Постійне посилання на розділhttps://repository.kpi.kharkov.ua/handle/KhPI-Press/35393
Переглянути
10 результатів
Результати пошуку
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 relationship between the main stock indices in the context of changes in external factors(Center for Tech and Media Research, 2024-03) Sosnov, Ihor; Savchenko, Roman; Mehyar, SamerEconomic development presupposes the sustainable functioning of all structural elements, among which due attention is given to the stock market. This market allows us to understand the dynamics of the supply/demand relationship, redistribute resources between various business entities, and act as a platform for investment. To implement such tasks, an analysis of the dynamics of quotes for the corresponding shares or their group, which make up various stock indices, is used. Based on this, the work analyzed the dynamics of quotes for the main stock indices. For these purposes, the features of each of the considered indices are considered separately. The paper also provides an assessment of the mutual dynamics for some pairs of major stock indices. This analysis is made on the basis of constructing estimates of wavelet coherence. This approach allows us to justify possible investment strategies and the timing of entry into the corresponding segment of the stock market. The results of the study are presented in the form of graphs and diagrams. This helps to understand the progress of the study and evaluate the results obtained.Публікація Dynamics of commodity indices and shares of manufacturing companies as a factor in managing the assortment and inventory of an enterprise(Center for Tech and Media Research, 2024) Pyrohova, Svitlana; Gudymenko, Viacheslav; Lyashenko, VyacheslavThe study of the effective functioning of various business entities is one of the key areas in the research of various authors. At the same time, one of the factors in achieving such efficiency is to consider the issue of providing the enterprise with inventory for production. A solution to this issue is proposed based on an analysis of the dynamics of quotations of the corresponding commodity indices and shares of companies producing goods. Such an analysis is carried out based on the study of various data series using descriptive statistics and wavelet ideology. For the study, the methodology of wavelet coherence assessments was used, which allows us to obtain the necessary solutions. The work presents various graphs and diagrams that allow you to understand the progress of the study and the results obtained.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 New Data from Wavelet Analysis on the Dynamics of Changes in the International Currency Market(2022) Lyashenko, Vyacheslav; Serhiienko, Olena; Bilotserkivskyi, OleksandrThe foreign exchange market is one of the important segments of the financial market. Such attention to the foreign exchange market is due to the fact that it provides stable economic and organizational relationships in the implementation of transactions for the purchase or sale of foreign currency. This, in turn, has a significant impact on the development of international economic relations. Thus, the analysis of the foreign exchange market plays an important role in the evaluation of various economic processes. To analyze the situation in the foreign exchange market, it is necessary to have primary data. As a source of primary data for the foreign exchange market are empirical data on the dynamics of the exchange rate. At the same time, it is necessary to know the dynamics of the exchange rate from the point of view of different countries. This increases the reliability of the results that can be obtained from the corresponding analysis. We can also evaluate the mutual influence on the dynamics of exchange rates from the point of view of individual countries. For such an analysis, we use the ideology of wavelets. This ideology allows the analysis of data presented as a time series. Among the methods of wavelet ideology, we consider wavelet coherence. This approach allows us to evaluate the mutual dynamics of exchange rates for different countries. The paper presents the results for real data. The paper presents many graphs and diagrams that allow you to better understand the progress of our study, interpret the results.Публікація Assessment Dynamics the Development of Financial Markets in the UK and Japan in the Context of COVID-19 Pandemic(2022) Lyashenko, Vyacheslav; Bitner, Irina; Bilotserkivskyi, OleksandrThe negative dynamics of the spread of the COVID-19 pandemic affects all areas of daily and economic activity. At the same time, the degree of such influence is largely determined by the continuity of the movement of various financial flows, the possibility of their rapid renewal in cases of emergency slowdown or interruption of movement. For the analysis of the movement of financial flows, it is important to study the development of financial markets. It is important to carry out such an analysis from the point of view of different segments of the financial market. At the same time, it is also necessary to take into account the general trend in the development of the financial market, the relationship of its individual segments. This can be done based on the analysis of the relevant stock indexes. The paper considers the dynamics of the real values of stock indices, which reflect the dynamics of the development of individual sectors of the financial market. The paper also takes into account the aspects of conducting a comparative analysis, which allows us to identify common patterns. To do this, we consider the values of the UK and Japan stock indices. To conduct a comparative analysis, we use the methodology for constructing wavelet coherence estimates. The paper presents many graphs and charts for specific real data. This allows you to understand the logic of the study and the results obtained.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 Comparative Analysis of the Dynamics of Futures for the Dow Jones, S&P 500 and Nasdaq(2023) Serhiienko, Olena; Novikova, Tetyana; Lyashenko, VyacheslavThe stock market plays an important role in the functioning of individual business entities and the development of the financial market as a whole. To understand such dynamics, an important aspect is to study quotes for futures, indices and stocks. Based on this, the paper examines various aspects of conducting a comparative analysis of data on futures for the Dow Jones, S&P 500 and Nasdaq indices. We consider simple aspects of statistical analysis, as well as the mutual dynamics of such indicators. For these purposes, the methodology for estimating wavelet coherence is used. The paper presents graphical estimates of such characteristics. This helps to understand the results obtained.Публікація Assessment Relationship Between Components of the World's Leading Stock Indices in Reflection on the World Financial Market Dynamics(2021) Lyashenko, Vyacheslav; Sergienko, Olena A.; Bilotserkivskyi, OleksandrThe development of the global economy presupposes the stable functioning of all its constituent parts, institutions, and markets. Among such markets of the global economy, a special place is occupied by the financial market, which is able to redistribute financial resources. However, such redistribution must be protected from various risks, unfavorable development of negative situations. To solve such problems, the concept of stock indices is used, which reflects the dynamics of price changes for different groups of securities. Knowing the dynamics of the values of stock indices, one can analyze and predict the development of the financial market as a whole. It is also necessary to take into account the relationship of stock indices and the relationship between the components of various stock indices. Based on this, the paper examines a qualitative assessment of the relationship between the components of the world's leading stock indices in reflecting the dynamics of the world financial market. It is proposed to consider such a qualitative estimate taking into account the wavelet coherence. To this end, the paper proposes a general approach to considering a qualitative assessment of the relationship between the components of the world's leading stock indices. The paper considers real data in the context of various world stock indices, presents research results, and draws general conclusions.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.