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Browsing Кафедра інформатики та прикладної математики by Author "Bielinskyi, Andrii"

Browsing Кафедра інформатики та прикладної математики by Author "Bielinskyi, Andrii"

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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 ...
  • Detecting Stock Crashes Using Levy Distribution 
    Bielinskyi, Andrii; Соловйов, Володимир Миколайович; Семеріков, Сергій Олексійович; Solovieva, Viktoria (Arnold Kiv, Serhiy Semerikov, Vladimir Soloviev, Liubov Kibalnyk, Hanna Danylchuk, Andriy Matviychuk, 2019-08-01)
    In this paper we study the possibility of construction indicators-precursors relying on one of the most power-law tailed distributions – Levy’s stable distribution. Here, we apply Levy’s parameters for 29 stock indices for ...
  • Econophysics of cryptocurrency crashes: an overview 
    Bielinskyi, Andrii; Serdyuk, Oleksandr; Семеріков, Сергій Олексійович; Соловйов, Володимир Миколайович (EDP Sciences, 2021-05-24)
    Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain technology to enable a secure transaction. Like other financial assets, they show signs of complex systems built from a large ...
  • Entropy Analysis of Crisis Phenomena for DJIA Index 
    Соловйов, Володимир Миколайович; Bielinskyi, Andrii; Соловйова, Вікторія Володимирівна (Vadim Ermolayev, Frédéric Mallet, Vitaliy Yakovyna, Vyacheslav Kharchenko, Vitaliy Kobets, Artur Korniłowicz, Hennadiy Kravtsov, Mykola Nikitchenko, Serhiy Semerikov, Aleksander Spivakovsky, 2019-06-30)
    The Dow Jones Industrial Average (DJIA) index for the 125-year-old (since 1896) history has experienced many crises of different nature and, reflecting the dynamics of the world stock market, is an ideal model object for ...
  • Identifying stock market crashes by fuzzy measures of complexity 
    Bielinskyi, Andrii; Соловйов, Володимир Миколайович; Семеріков, Сергій Олексійович; Solovieva, Viktoria; Білінський, Андрій Іванович; Соловйова, Вікторія Володимирівна (Kyiv National Economic University named after Vadym Hetman, 2021-12-13)
    This study, for the first time, presents the possibility of using fuzzy set theory in combination with information theory and recurrent analysis to construct indicators (indicators-precursors) of crisis phenomena in complex ...
  • Levy’s stable distribution for stock crash detecting 
    Bielinskyi, Andrii; Семеріков, Сергій Олексійович; Соловйова, Вікторія Володимирівна; Соловйов, Володимир Миколайович (EDP Sciences, 2019)
    In this paper we study the possibility of construction indicators-precursors relying on one of the most power-law tailed distributions – Levy’s stable distribution. Here, we apply Levy’s parameters for 29 stock indices ...
  • Lyapunov Exponents as Indicators of the Stock Market Crashes 
    Соловйов, Володимир Миколайович; Bielinskyi, Andrii; Serdyuk, Oleksandr; Solovieva, Victoria; Семеріков, Сергій Олексійович (Oleksandr Sokolov, Grygoriy Zholtkevych, Vitaliy Yakovyna, Yulia Tarasich, Vyacheslav Kharchenko, Vitaliy Kobets, Olexandr Burov, Serhiy Semerikov, Hennadiy Kravtsov, 2020-11-08)
    The frequent financial critical states that occur in our world, during many centuries have attracted scientists from different areas. The impact of similar fluctuations continues to have a huge impact on the world ...
  • Prospects of Quantum Informatics and the Study of Its Basics in the School Course 
    Lehka, Liudmyla; Bielinskyi, Andrii; Shokaliuk, Svitlana; Soloviev, Vladimir; Merzlikin, Pavlo; Bohunenko, Yelyzaveta; Шокалюк, Світлана Вікторівна; Соловйов, Володимир Миколайович; Мерзликін, Павло Володимирович; Богуненко, Єлизавета Юріївна (Proceedings of the 1st Symposium on Advances in Educational Technology - Volume 1: AET, 2022)
    The purpose of this study is to review the main points of the experimental content of the basics of quantum computer science adapted for lyceum students, based on the prospects of the quantum approach to information ...
  • 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 ...

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