Будь ласка, використовуйте цей ідентифікатор, щоб цитувати або посилатися на цей матеріал: http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/3306
Назва: Modeling of integration processes of Ukraine to EU using random matrix theory
Автори: Danylchuk, H.
Kibalnyk, L.
Serdiuk, O.
Ключові слова: theory of random matrices
Дата публікації: 2017
Видавництво: Landmark
Бібліографічний опис: Danylchuk H. Modeling of integration processes of Ukraine to EU using random matrix theory / H. Danylchuk, L. Kibalnyk, O. Serdiuk // Mechanisms of interaction between competitiveness and innovation in modern international economic relations: collective monograph. In 4 Vol. / edited by M.Bezpartochnyi ; ISMA University. – Riga : “Landmark” SIA, 2017. – Vol. 3. – P. 219-228.
Короткий огляд (реферат): The paper deals with the processes of integration of Ukraine into the integration group, since the possibility of joining the European Union can have a powerful impact on the socio-economic processes of the country. In particular, Ukraine's foreign trade activity is considered, which plays a leading role in the country's foreign economic activity. In this paper, the theory of random matrices is proposed as a tool for analysis, since it will allow to obtain numerical estimates of a stationary system. Based on the results of the application of this tool, a graphoanalytic analysis of the foreign economic activity of Ukraine for the period since 2001 has been conducted. 26 product groups exported by Ukraine and European countries were analyzed. According to the results of the calculations and analysis, it is revealed that Ukraine either follows the overall market dynamics or has some influence on the European market. This leads to the conclusion about the symbiosis of Ukraine and other market objects. In addition, Ukraine was found to be in the group of major suppliers of raw materials for the group ofproducts "wood and wood products" and "paper and its derivatives". By individual productgroups, Ukraine is in the same cluster with powerful European countries, such as Germany, the United Kingdom and others. For inorganic chemistry products, Ukraine is in the same cluster with Poland. Ukraine is the center of a separate cluster for the Iron and Steel Goods Group. Thus, applying the theory of random matrices allows us to identify clusters for certain groups ofgoods, the vertices of these clusters. According to the analysis, we can conclude that Ukrainehas a close relationship with other entities in the European region, and by some categories of goods is a determining player in the European market. However, we believe that it is appropriate for Ukraine to transition from the export of raw materials and primary processing products to the production and export of processing industry products to the European market. This will help to increase revenues to the state budget and help create additional jobs in the internal labor market.
Опис: 1. Mehta, M. (1991). Random Matrices. Revised and Enlarged. Orlando, Academic Press. 2. Wigner, E. (1956). Results and theory of resonance absorption Conference on Neutron Physics by Time-offlight. - Oak Ridge National Laboratories Press, Gatlinburg. 3. Laloux, L., Cizeau, P., Bouchaud, J.-P., Potters M. (1999). Noise Dressing of Financial Correlation Matrices. Physical Review Letters. Vol. 83, p. 1467. 4. Plerou, V., Gopikrishnan, P., Rosenow, B. etc. (2002). Random matrix approach to cross correlations in financial data Physical Review E. Vol. 65, Issue 6. - pp. 1-18. 5. Meng, H., Xie, W.-J., Jiang, Z.-Q. etc. (20l3, Jun). Systemic risk and spatiotemporal dynamics of the US housing market. arXiv: 1306.2831v1[q-fin.ST]. J0 Feb). 6. Conlon, T., Ruskin, H. J., Crane, M. (2010 Feb). Cross-correlation dynamics in financial time series arXiv: 1002.0321v1 [q-fin.ST]. 7. Nakayama, Y.& lyetomi, H. (2009). ). Random matrix theory of dunamical cross correlations in financial data. Progress of Theoretical Physics Supplement, 179, pp. 60-70. 8. Drozdz, S., Kwapien, J., Oswiecimka, P. (2007 Nov) Empirics versus RMT in financial cross-correlations. arXiv:0711.0644vl [physics.socph]. 9. Biroli, G., Bouchaud, J.-P., Potters, M. (2006 Sep) On the top eigenvalue of heavy-tailed random matrices. arXiv: cond-mat/0609070vl. 10. Pan, R. K.&Sinha, S. (2007 Apr) Collective behavior o f stock price movements in an emerging market. arXiv:0704.0773vl [physics.socph]. 11. Retrieved from International Trade Centre, export: [Electronic resource]. - Access mode: http://www.trademap.org/tradestat/ Country_SelProduct_TS.as px?nvpm=l\\\\\TOTAL\\\2\1\1\2\2\1\2\1\1 12. International Trade Centre: [Electronic resource]. - Access mode: http://www. intracen.org/
URI (Уніфікований ідентифікатор ресурсу): http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/3306
https://doi.org/10.2139/ssrn.3540517
ISBN: 978-9984-891-03-3
Розташовується у зібраннях:Кафедра інформатики та прикладної математики

Файли цього матеріалу:
Файл Опис РозмірФормат 
Danylchuk.pdfArticle4.14 MBAdobe PDFПереглянути/Відкрити


Усі матеріали в архіві електронних ресурсів захищені авторським правом, всі права збережені.