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Browsing by Author "Matviychuk, Andriy"

Browsing by Author "Matviychuk, Andriy"

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  • Assessing Energy-related Markets through Multifractal Detrended Cross-correlation Analysis 
    Bielinskyi, Andrii; Соловйов, Володимир Миколайович; Семеріков, Сергій Олексійович; Solovieva, Victoria; Matviychuk, Andriy; Kiv, Arnold; Бєлінський, Андрій Олександрович; Соловйова, Вікторія Володимирівна; Матвійчук, Андрій Вікторович; Ків, Арнольд Юхимович (SciTePress, 2022-09-12)
    Regulatory actions aimed the sustainable development force ordinary traders, policymakers, institutional investors to develop new types of risk management strategies, seek better decision-making processes that would allow ...
  • Experimental Economics and Machine Learning for Prediction of Emergent Economy Dynamics 
    Ків, Арнольд Юхимович; Семеріков, Сергій Олексійович; Соловйов, Володимир Миколайович; Kibalnyk, Liubov; Danylchuk, Hanna; Matviychuk, Andriy (Arnold Kiv, Serhiy Semerikov, Vladimir Soloviev, Liubov Kibalnyk, Hanna Danylchuk, Andriy Matviychuk, 2019-08-01)
    This is an introductory text to a collection of selected papers from the M3E2 2019: The 8th International Conference on Monitoring, Modeling & Management of Emergent Economy, which was held in Odessa, Ukraine, on the May ...
  • Experimental Economics and Machine Learning for Prediction of Emergent Economy Dynamics : Proceedings of the Selected Papers of the 8th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2 2019), Odessa, Ukraine, May 22-24, 2019 
    Ків, Арнольд Юхимович; Семеріков, Сергій Олексійович; Соловйов, Володимир Миколайович; Kibalnyk, Liubov; Danylchuk, Hanna; Matviychuk, Andriy (CEUR Workshop Proceedings, 2019-08-01)
    This volume represents the proceedings of the selected papers of the 8th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2 2019), held in Odessa, Ukraine, on May 22-24, 2019. It comprises ...
  • Forecasting of Cryptocurrency Prices Using Machine Learning 
    Derbentsev, Vasily; Matviychuk, Andriy; Соловйов, Володимир Миколайович (Springer, 2020-07-30)
    Our study is devoted to the problems of the short-term forecasting cryptocurrency time series using machine learning (ML) approach. Focus on studying of the financial time series allows to analyze the methodological ...
  • Machine learning approaches for financial time series forecasting 
    Derbentsev, Vasily; Matviychuk, Andriy; Datsenko, Nataliia; Bezkorovainyi, Vitalii; Azaryan, Albert (CEUR Workshop Proceedings, 2020-10-26)
    This paper is discusses the problems of the short-term forecasting of financial time series using supervised machine learning (ML) approach. For this goal, we applied several the most powerful methods including Support ...
  • Proceedings of the 2019 7th International Conference on Modeling, Development and Strategic Management of Economic System (MDSMES 2019) 
    Horal, Liliana; Соловйов, Володимир Миколайович; Matviychuk, Andriy; Khvostina, Inesa (Atlantis Press, 2019)
    The Ivano-Frankivsk National Technical University of Oil and Gas will hold the 7th International Conference on Modeling, Development and Strategic Management of Economic System (MDSMES 2019: http://mdsmes.nung.edu.ua/), ...
  • The Analysis of Multifractal Cross-Correlation Connectedness Between Bitcoin and the Stock Market 
    Bielinskyi, Andrii; Soloviev, Vladimir; Solovieva, Victoria; Matviychuk, Andriy; Семеріков, Сергій Олексійович; Соловйов, Володимир Миколайович (Springer, Cham, 2023-06-18)
    In this study, we examine the multifractal cross-correlation relationships between stock and cryptocurrency markets. The measures of complexity which can serve as indicators (indicators-precursors) in both markets are ...
  • The lack of reversibility during financial crisis and its identification 
    Bielinskyi, Andrii; Hushko, Serhii; Matviychuk, Andriy; Serdyuk, Oleksandr; Семеріков, Сергій Олексійович; Соловйов, Володимир Миколайович (EDP Sciences, 2021-05-24)
    The focus of this study to measure the varying irreversibility of stock markets. A fundamental idea of this study is that financial systems are complex and nonlinear systems that are presented to be non-Gaussian fractal ...