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Публікація Investigation of modern investment opportunities with cryptocurrency market: optimization(2024) Chernova, Natalia; Serhiienko, Olena; Bril, Mykhailo; Bilotserkivskyi, Oleksandr; Kochorba, ValeriiaThe research aim is to study effects of cryptocurrencies inclusion into an in vestment portfolio. To achieve the aim, portfolios with different composition of traditional and crypto assets are to be formed and compared. Methodology. It is proposed to conduct the following steps of the appropriate algorithm of investigating modern opportunities with cryptocurrency market: 1) preliminary analysis of the relationships and interdependencies between traditional assets and crypto assets; 2) formation of the initial set of crypto assets that can be potentially included into portfolio; 3) efficient frontier assessment for portfolios with different initial composition of assets; 4) comparative assessment and result analysis. Findings. The algorithm was implemented for the initial set of five most common traditional assets and ten cryptocurrencies. The latter constituents list was formed according to the value of market capitalization. Than the initial set of crypto assets was reduced according to their multidimensional distances from traditional assets. The results obtained allow to conclude that there are opportunities of portfolio efficiency increase via crypto assets inclusion in its structure. The increase value varies noticeably and depends on the particular kind of crypto assets, their total share and number. Originality. This research suggests to conduct additional preliminary procedures to choose potential candidates to be included into the traditional portfolio among initial set of crypto assets. Firstly, market capitalization value and low correlations with traditional portfolio constituents are taken into account. Secondly, all assets are presented as points in two-dimensional risk-return space and crypto assets are chosen according to the multidi mensional distance measure value.Публікація Improvement of financial instruments of the agricultural sector and food security efficiency increasing(Economic Research Institute at BAS (Bulgarian Academy of Sciences), 2023) Serhiienko, Olena; Tatar, Maryna; Guryanova, Lidiya; Shapran, Olena; Bril, MykhailoThe methodical toolbox of lending to entities in the agricultural sector provides three levels of hierarchy management interaction – macro, meso and micro levels (state – region – agricultural enterprises) on the bases of the complex usage of economic and mathematical models and which contains six interrelated and sequential blocks was proposed. The method of agricultural enterprises crediting improvement is implemented in accordance with the strategic position of lending to agricultural enterprises through targeted support and the creditworthiness level, which can solve the following problems: observation and evaluation of the financial and economic indicators; classification of enterprises, recognition, and identification of enterprises in terms of creditworthiness; assessment of the differences between classes given dimension enterprises.Публікація Energy market dynamics as reflected in selected european global indices(2024) Bril, Mykhailo; Petrukhnov, Oleksiy; Mehyar, SamerThe energy market plays an important role in providing appropriate resources, both for the needs of each person and for the development of various economic agents. Such provision makes it possible for individual business entities to function normally, to develop the economy and to satisfy the basic needs of people. Energy resources include oil, gas, fuel oil, and coal. The sale of these resources is carried out through their free sale on the market using various instruments in the form of certain securities. For the purposes of energy market analysis, it is important to know the quotes of such securities, taking into account the peculiarities of the functioning of a certain market segment. Based on this, the work examines the dynamics of the energy market as reflected by individual European global indices. The article presents the dynamics of individual indicators of the corresponding indices and conducts their comparative analysis. This allows you to determine the best time to enter the market. The work presents various graphs and diagrams that allow you to understand the progress of the study and evaluate the results obtained.Публікація Analysis of the dynamics of Europe stock markets development(Fintechalliance LLC, 2023) Serhiienko, Olena; Bril, Mykhailo; Baranova, Valeria; Tatar, Maryna; Bilotserkivskyi, OleksandrThe 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.