Перегляд за автором "Baranova, V."
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Публікація Comparative Aspects of Dynamics of Separate Indications of Bank Sectors of Economy of European Countries(Stuttgart, ORT Publishing, 2012) Baranova, V.; Lyashenko, V.Process globalization at global financial markets set up new claims to control systems either as separate segments of such market or separate institutional formations that carry out their activity in the range of any financial market segment. Moreover, arriving at acceptable ways of solution in designated management can be leaned on the comparative analysis results of activity of different business entities on appropriate segments of financial market.Публікація Comparative Assessment the Dynamics of Stock Indices in France, Germany, Italy and Great Britain(IJAAFMR, 2021) Lyashenko, V.; Baranova, V.; Novikova, T.Comparative assessment is one of the tools for data processing and analysis. This assessment allows you to assess the effectiveness of interaction and direction of development between the objects that are compared. Among the various spheres of scientific and applied research, the analysis of the development of economic relations deserves special attention. This is necessary to understand the dynamics of general economic development, the functioning of economies in difficult conditions (for example, in the context of a pandemic). The object of such a study can be various financial flows. The generalizations of the movement of financial flows are stock indices. We examined the relationship between the dynamics of stock indices in France, Germany, Italy and the UK. We reviewed the most significant stock indices in each of the countries. This makes it possible to assess the economic development of such European countries, their mutual influence on each other, to show the level of interconnection. For this we use the ideology of wavelet analysis. Based on wavelet coherence, we examined est imates of the relationship between stock indices in France, Germany, Italy and the UK. The results of calculations for real data are presented. The results show the real level of economic interconnection between the countries we study. These results are based on the real dynamics of stock indices. This allows making decisions for the development of mutual economic ties between European countries, between European countries and the rest of the world.Публікація Dynamics of Development of the USA, Canada and UK Financial Markets in the Display of Stock Indices of their Banking Institutions(IJAAFMR, 2022) Baranova, V.; Viadrova, I.; Lyashenko, V.The stock market and the banking segment of the economy are key elements of the financial system. These key elements of the financial system are aimed at the effective functioning of both individual business entities and the country as a whole. Therefore, an important task of the study is to analyze the dynamics of development of both the stock mark et and the banking segment of the economy. At the same time, one of the points for achieving such efficiency is the coordinated interaction between the stock market and the banking segment of the overall financial system. Ultimately, such interaction contributes to the sustainable development of the economy and the country as a whole. Sustainable interaction between the stock market and the banking segment of the economy is achieved using various tools. Then, in order to analyze the interaction between the stock market and the banking sector of the economy, a study should be carried out for the relevant tools for analyzing such segments of the financial market. At the same time, the effectiveness of such interaction can be assessed on the basis of an analysis of the dynamics of the relevant stock indices. Among such stock indexes, we have chosen indices of banking institutions, which reflect the activities of banks in each individual country. Such indices reflect the development of the respective business entities, as they take into account the value of such companies. These stock indices make it possible to consider the dynamics of the functioning of the banking sector of the economy in conjunction with the development of the relevant stock markets. Among such countries, we consider USA, Canada and UK. To carry out the corresponding analysis, we use the ideology of wavelets. As an analysis tool, we chose the wavelet coherence method. This choice of instruments for our study allows for a comparative analysis of the data. This makes it possible to assess the dynamics of development of the relevant business entities, to give a mutual assessment of such development. The work presents many graphs and diagrams. This allows you to understand the logic of the study and better interpret the results.Публікація Hurst Exponent as a Part of Wavelet Decomposition Coefficients to Measure Long-term Memory Time Series Based on Multiresolution Analysis(SciEP, 2016) Lyashenko, V.; Matarneh, R.; Baranova, V.; Deineko, Z.Processing and analysis of data sequences using wavelet-decomposition and subsequent analysis of the all relevant coefficients of such decomposition is one of strong methods to study various processes and phenomena. The key point of data sequence analysis lies in the concept of Hurst exponent. This is due to the fact that Hurst exponent gives an indication of the complexity and dynamics of the correlation structure of any given time series taking into consideration the importance of Hurst exponent estimation for such analysis. There are various methods and approaches to find the Hurst exponent estimation with varying degrees of accuracy and complexity. Therefore, in this paper we have made an attempt to prove the possibility of considering an estimation of Hurst exponent based on the properties of coefficients of wavelet decomposition of a given time series. The obtained results which mainly based on the properties of detailing coefficients of wavelet decomposition show that estimation is easy to calculate and comparable with classic estimation of Hurst exponent. Also ratios has been obtained, that allow to analyze the self-similarity of a given time series.Публікація Information System for Decision Support in the Field of Tourism Based on the Use of Spatio-Temporal Data Analysis(WARSE, 2020) Baranova, V.; Orlenko, O.; Vitiuk, A.; Yakimenko-Tereschenko, N.; Lyashenko, V.Information plays an important role in decision-making processes. The methods of data processing and analysis are of particular importance. Such methods should provide additional information. This is critical in decision support information systems. We propose to use wavelet coherence for spatio-temporal data analysis. This approach is considered for data from the tourism sector to assess the effectiveness of the decisions made. Calculations are given for real data. Hidden shortcomings in tourism are shown.Публікація Price Environment for Gold and Silver in the Context of the Development of COVID-19(AMRS, 2020) Baranova, V.; Sergienko, O.; Stepurina, S.; Lyashenko, V.The precious metals market is an integral part of the overall financial market. This part of the financial market plays an important role in the redistribution of financial flows. The precious metals market is currently under the influence of factors related to the spread of the COVID-19 pandemic. We investigated the dynamics of gold and silver prices in the context of the current pandemic development. For this analysis, we use the wavelet ideology. The results can be used in exchange trading in precious metals, investing in gold and silver.Публікація Spatial-Temporal Analysis the Dynamics of Changes on the Foreign Exchange Market: an Empirical Estimates from Ukraine(AMRS, 2020) Vasiurenko, O.; Lyashenko, V.; Baranova, V.; Deineko, Z.The foreign exchange market plays an important role in the formation and development of financial markets. This market is of particular importance for emerging economies. To understand market trends (to understand and develop a strategy for its development), it is necessary to analyze historical data. It is also important to use different methods to carry out this analysis. Based on this, the paper analyzes the foreign exchange market in Ukraine for the period 2014-2018. For this analysis, the wavelet coherence methodology is used. This made it possible to assess the development of the foreign exchange market in Ukraine.Публікація Stochastic Frontier Analysis as a Tool for Evaluating the Effectiveness of Banks Lending To the Real Economic Sectors in Ukraine(Everant Publisher, 2016) Baranova, V.; Kots, G.; Matarneh, R.; Lyashenko, V.This work focuses on the fluctuations of rating values of the bank lending efficiency in the real sector of the economy. The analysis is carried out on a sample of banks in Ukraine within the period from 2015 to 2016 years. To examining the values of bank lending efficiency in the real sector of Ukraine’s economy, the article considers the efficiency stochastic boundary model, which is use the intermediary function for bank functioning description based on the asset approach. The forms of distribution by particular efficiency value levels of bank lending in the real sector of Ukraine’s economy had been analyzed in detail. Results have revealed the tendency to increase in average values of bank lending efficiency in the real sector of Ukraine’s economy. This is observed against the background of a reduction the number of banks and an actual lending to the real sector of the economy. At the same time it is shown that of bank lending efficiency the real sector of Ukraine’s economy is determined in many respects a balanced deposits-loans system.Публікація Using Wavelet Analysis to Assess the Impact of COVID-19 on Changes in the Price of Basic Energy Resources(WARSE, 2020) Mustafa, Syed Khalid; Ahmad, M. Ayaz; Baranova, V.; Deineko, Z.; Lyashenko, V.; Oyouni, Atif Abdulwahab A.To overcome a pandemic, reliable statistics are needed. It is also important to use assess the development and impact of the pandemic. This is important for making effective management decisions. Based on this, the paper analyzes the impact of COVID-19 on changes in the price of basic energy resources. This analysis is based on the ideology of wavelets. We used the method to calculate wavelet coherence estimates. The adequacy of using the ideology of wavelets to obtain appropriate estimates is shown. The results are obtained for real data.Публікація Wavelet Coherence Analysis of the Relationship Between Commodity Indices and Streaming Quotes for Futures for Gold, Zinc and Nickel(International Journal of Academic Multidisciplinary Research, 2023) Haponenko, O.; Baranova, V.; Lyashenko, V.Data analysis is one of the research tools. This process allows you to assess the current situation, to obtain additional information. This is especially important in the study of economic data, whe n we operate with the available information and it is necessary to make informed decisions. This paper discusses the features of the analysis of data on the stock market for such commodity as gold, zinc and nickel. The stock market is an important structural element in the formation of market relations. To study it, there are many different indicators and parameters. We highlight commodity indices and futures quotes. Their mutual analysis allows you to better understand the dynamics of the market, to reveal trends in its change. For these purposes, we use wavelet coherence estimates, which are presented in the form of diagrams. We provide a lot of graphs, which allows you to understand the course of the study and evaluate the results.