Modern approach to modeling of efficiency of financial market based on methods of dynamic programming
Formation of a modern approach to modeling the efficiency of the financial market based on dynamic programming methods. A set of steps to be taken to investigate the process of allocation of financial resources between assets and sources of investment.
Подобные документы
The impact of the global financial crisis on the unpredictability of fluctuations on the stock exchanges and bankruptcy of banks. The emergence of new economic forms of development that reduce the unpredictability of financial market development.
статья, добавлен 04.08.2017Features of restructuring financial resources to adapt the plan to the newest challenges in the labor market. National Employment Plan in Bulgaria as part of a study that analyzes the market processes that are unfolding due to the COVID-19 pandemic.
статья, добавлен 14.12.2020Attraction of financial investments as a basic goal of most economic organizations in the world. Their impact on business, increasing economic efficiency and competitiveness. Integration of scientific technologies in all spheres of economic activities.
статья, добавлен 28.12.2017Research and characterization of the main features of households portfolio choice and investigate the composition of savings rather than the aggregate of it. Review and analysis of the participation rate of Russian households on financial markets.
дипломная работа, добавлен 21.08.2016Formation of the main tasks of ensuring the system of financial and economic security and creation of the concept of modeling such a system as a theoretical basis for the formation of a model basis and description. Defining the appropriate model tools.
статья, добавлен 22.09.2021The check for bubble driven by investors with extrapolative expectations. Adjusted weights of value, growth signals. New model of expectation formation. Empirical analysis. Noise trader risk in financial markets. Contrarian investment and extrapolation.
курсовая работа, добавлен 11.02.2017Transformation processes that took place in the credit market of Ukraine under the influence of the modern financial and economic crisis. Have been analyzed problems and factors that caused the long stagnation of the credit activity in banking sector.
статья, добавлен 23.08.2018- 33. Aggregation of Diverse Approaches to Improve Predictive Power of Bankruptcy Models for Russian Firms
Research predicting bankruptcy for Russian companies. A comparison of approaches to modeling financial difficulties for private companies with financial and non-financial variables. Features a variety of models before and after the economic crisis.
магистерская работа, добавлен 30.08.2016 General Characteristics of JSC "Intergas Central Asia". Financial risks. Vision and purpose of the JSC "Intergas Central Asia". Organizational structure. Analysis of key markets and Analysis of Financial Statements. Financial and economic indicators.
отчет по практике, добавлен 15.02.2016Formation of modern households, essence and functions of their finance of households in system of the financial relations. Analysis of finance of households in Kazakhstan. Gross revenue of households. Monetary incomes and expenses, financial resources.
курсовая работа, добавлен 05.12.2014Determining the rate of production growth in assets based on a number of technical and economic indicators. Formation of assets and their relation with profitability parameters support the reproduction of resources. Patterns of investment decisions.
статья, добавлен 25.02.2016The principles of formation, classification, evaluation of risks accompanying investment activity. The stages а decision-making in the given economic category. The mechanisms for determining the potential value of financial losses from investments.
статья, добавлен 28.09.2016The impact of the fiscal policy of income redistribution on income inequality in countries with an average income, covering from 1990 to 2010. Analysis approach based on generalized method of moments model and financial policies of income distribution.
дипломная работа, добавлен 30.08.2016Research and development of a new type of risk modeling method for modern world insurance companies in the conditions of market economy development and globalization, which implements Bayesian networks as the main tool for this type of modeling.
статья, добавлен 29.12.2018The characteristic features of formation and development prospects the global financial system in our time. The definition of its main problems, preconditions and modern tendencies of its functioning and impact on the economy of world countries.
статья, добавлен 15.12.2017The calculation of the value of attracting equity and debt capital to restore and increase the resource potential in the framework of an investment program. The structure of financial support the recovery of the resource potential of enterprise sources.
научная работа, добавлен 21.06.2016Consideration of investing in the recovery process of Ukraine in the war and post-war periods. The importance of attracting external and internal financial resources for the successful reconstruction of critical and civil infrastructure facilities.
статья, добавлен 26.12.2023The purpose of the article is to develop a classification of the goals for valuation of all kinds of real and financial assets and businesses. Business valuation used for different directions and plays a key role in many segments of the financial industry
статья, добавлен 15.04.2024The main approaches of scientists and economists to methods of assessing risks that may arise in the company's activities. Research of the risk of deterioration of the financial condition, the threat of bankruptcy and liquidation of the enterprise.
статья, добавлен 18.12.2023The study of the impact of the value of intangible assets on the market capitalization of the company. Conducting correlation and regression analysis to confirm or reject the stated hypotheses. Cost management based on the study of intangible assets.
дипломная работа, добавлен 01.12.2019Market analysis and assess regulation policies. Pre-crisis and post-crisis windows definition. Forecast comparison for standalone models. Rolling regression with dynamic forecast for models. Realized Volatility, Bipower Variation. Combination of models.
дипломная работа, добавлен 28.08.2016А dependence between financial leverage and competition interested scholar since late 80s. The relationship between capital structure (measured as debt ratio) and market competition (measured as HHI index). Unbalanced dataset for years from 1998 to 2017.
дипломная работа, добавлен 27.08.2018The main ways to improve the economic efficiency of investment activities of agricultural enterprises in a market economy. Historical facts of the formation and operation of the investment process. Principles for the creation of agroindustrial farms.
статья, добавлен 01.11.2018Perspective of supply and demand. All changes in economic activity and all changes in financial markets’ prices. Different way of looking at the economy and markets. Economic booms and busts. How the Market-Based System Works. Phase of a deleveraging.
реферат, добавлен 25.10.2016Research methods the economic and financial cooperation of industrial enterprises. Criteria for the separation of powers in the framework of Polish financial groups. The mechanism of functioning of subjects created on the basis of the total capital.
статья, добавлен 28.09.2016