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dc.contributor.author	Derbentsev, Vasily
dc.contributor.author	Семеріков, Сергій Олексійович
dc.contributor.author	Serdyuk, Olexander
dc.contributor.author	Solovieva, Victoria
dc.contributor.author	Соловйов, Володимир Миколайович
dc.date.accessioned	2020-04-24T06:55:46Z
dc.date.available	2020-04-24T06:55:46Z
dc.date.issued	2020-04-22
dc.identifier.citation	Derbentsev V. Recurrence based entropies for sustainability indices [Electronic resource] / Vasily Derbentsev, Serhiy Semerikov, Olexander Serdyuk, Victoria Solovieva, Vladimir Soloviev // The International Conference on Sustainable Futures: Environmental, Technological, Social and Economic Matters (ICSF 2020). Kryvyi Rih, Ukraine, May 20-22, 2020 / Eds. : S. Semerikov, S. Chukharev, S. Sakhno, A. Striuk, V. Osadchyi, V. Solovieva, T. Vakaliuk, P. Nechypurenko, O. Bondarenko, H. Danylchuk // E3S Web of Conferences. – 2020. – Volume 166. – Article 13031. – Access mode : https://www.e3s-conferences.org/articles/e3sconf/abs/2020/26/e3sconf_icsf2020_13031/e3sconf_icsf2020_13031.html. – DOI : 10.1051/e3sconf/202016613031	uk_UA
dc.identifier.issn	2267-1242
dc.identifier.other	DOI : 10.1051/e3sconf/202016613031
dc.identifier.uri	https://www.e3s-conferences.org/articles/e3sconf/abs/2020/26/e3sconf_icsf2020_13031/e3sconf_icsf2020_13031.html
dc.identifier.uri	http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/3765
dc.identifier.uri	https://doi.org/10.1051/e3sconf/202016613031
dc.description	1. RobecoSAM, The Sustainability Yearbook 2019 (2019), https://yearbook.robecosam.com/fileadmin/Files/Do cuments/2019/The_Sustainability_Yearbook_2019.p df. Accessed 10 Apr 2020 2. The Global Green Finance Index (2020), https://greenfinanceindex.net/survey/. Accessed 10 Apr 2020 3. E. Ercrig-Olmedo, M.A. Fernandez-Izquierdo, I. Ferrero-Ferrero, J.M. Rivera-Lirio, M.J. MunozTerres, Sustainability 11, 915 (2019) 4. L. Fabregat-Aibar, M.G. Barbera-Marine, A. Terceno, L. Pie, Sustainability 11, 2526 (2019) 5. Dow Jones Sustainability Indices (2019), https://en.wikipedia.org/wiki/Dow_Jones_Sustainabi lity_Indices. Accessed 10 Apr 2020 6. RobecoSAM, About us (2020), https://www.robecosam.com/en/about-us/aboutrobecosam.html. Accessed 10 Apr 2020 7. S&P Global BMI (USD) (2020), https://us.spindices.com/indices/equity/sp-globalbmi-usd. Accessed 10 Apr 2020 8. J.C. Castilla-Rubio, S. Zadek, N. Robins, Fintech and sustainable development – assessing the implications (UNEP Inquiry, Nairobi, 2016) 9. O.Y. Kung, Green finance for a sustainable world (2019), https://www.mas.gov.sg/news/speeches/201 9/green-finance-for-a-sustainable-world. Accessed 10 Apr 2020 10. Green Finance Taskforce, Accelerating Green Finance (2019), https://www.gov.uk/government/pu blications/accelerating-green-finance-green-financetaskforce-report. Accessed 10 Apr 2020 11. D. Nassiry, ADBI Working Paper Series 883 (2018) 12. T. Cen, R. He, Advances in Social Science, Education and Humanities Research 291 (2018) 13. R. Durand, L. Paugan, H. Stolowy, Strategic management J. 40, 1471 (2019) 14. Sustainalytics, Index Research Services (2020), https://www.sustainalytics.com/index-researchservices/. Accessed 10 Apr 2020 15. Dow Jones Sustainability World (^W1SGI) (2020), https://finance.yahoo.com/quote/%5EW1SGI/. Accessed 10 Apr 2020 16. Dow Jones Industrial Average (^DJI) (2020), https://finance.yahoo.com/quote/%5EDJI?p=^DJI. Accessed 10 Apr 2020 17. J.A. Ohlson, Contemporary Accounting Research 18(1), 107–120 (2001) 18. M.M. Miralles-Quiros, J.L. Miralles-Quiros, I.G. Arraiano, Business Strategy and the Environment 26(7), 1014-1028 (2017). doi:10.1002/bse.1964 19. P. Sliwinski, M. Lobza, International Journal of Management and Economics 53(1), 25 (2017). doi:10.1515/ijme-2017-0003 20. N. Antonakakis, V. Babalos, C.K. Kyei, Appl. Econ. (2016) 21. J. Tillmann, Master Thesis, University of Tilburg (2012), http://arno.uvt.nl/show.cgi?fid=127657. Accessed 10 Apr 2020 22. M. Wang, X. Zhao, Q. Gong, Z. Ji, Sustainability 11, 280 (2019) 23. X. Liang, D. Si, X. Zhang, Int. J. Environ. Res. Public. Health 14, 1219 (2017) 24. H. Feng, X. Chen, P. Heck, H. Miao, Sustainability 6, 8980 (2014) 25. A.L. Mayer, R.P. Donovan, C.W. Pawlowski, Ecology and Society 19, 11 (2014) 26. H. Mynhardt, I. Makarenko, A. Plastun, Investment Management and Financial Innovations 14, 94 (2017) 27. U. Lucia, G. Grisolia, Energy Reports 5, 62 (2019) 28. V. Soloviev, A. Belinskyi, CEUR-WS, 2014, 116 (2018) 29. A. Belinskyi, V. Soloviev, S. Semerikov, V. Solovieva, CEUR-WS, 2422, 420 (2019) 30. V. Soloviev, A. Belinskij, CCIS, 1007, 276 (2019) 31. V. Soloviev, A. Belinskyi, V. Solovieva, CEUR Workshop Proceedings 2393, 434 (2019) 32. S.M. Pincus, Proc. Acad. Sci. USA 88, 2297 (1991) 33. N. Marwan, M.C. Romano, M. Thiel, J. Kurths, Phys. Rep. 438(5-6), 237 (2007) 34. M.A. Little, P.E. McSharry, S.J. Roberts, D.A.E. Costello, I.M. Moroz, BioMedical Engineering Online 6(23), 1–19 (2007) 35. S.R. Lopes, T.L. Prado, G. Corso, G.Z dos S. Lima, J. Kurths, Chaos, Solitons & Fractals 133, 109616 (2020). doi:10.1016/j.chaos.2020.109616
dc.description.abstract	The work is devoted to a comparative analysis complexity of traditional stock market indices and social responsible indices in the example Dow Jones Sustainability Indices and Dow Jones Industrial Average. As measures of complexity, the entropies of various recurrence indicators are chosen – the entropy of the diagonal lines of the recurrence diagram, recurrence probability density entropy and recurrence entropy. It is shown that these measures make it possible to establish that the socially responsive Dow Jones index is more complex. A comprehensive assessment of complexity reveals the nature of the effectiveness of social responsible indices and opens up new opportunities for investor risk management.	uk_UA
dc.language.iso	en	uk_UA
dc.publisher	EDP Sciences	uk_UA
dc.relation.ispartofseries	E3S Web of Conferences;166
dc.subject	Dow Jones sustainability indices	uk_UA
dc.subject	recurrence based entropies	uk_UA
dc.subject	sustainability indices	uk_UA
dc.title	Recurrence based entropies for sustainability indices	uk_UA
dc.type	Article	uk_UA