Наукові видання (ННІ БТ)
Permanent URI for this collectionhttps://devessuir.sumdu.edu.ua/handle/123456789/48925
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Item Bitcoin fluctuations and the frequency of price overreactions(Springer, 2019) Caporale, G.M.; Пластун, Олексій Леонідович; Пластун, Алексей Леонидович; Plastun, Oleksii Leonidovych; Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor MykhailovychThis paper investigates the role of the frequency of price overreactions in the cryptocurrency market in the case of BitCoin over the period 2013–2018. Specifically, it uses a static approach to detect overreactions and then carries out hypothesis testing by means of a variety of statistical methods (both parametric and non-parametric) including ADF tests, Granger causality tests, correlation analysis, regression analysis with dummy variables, ARIMA and ARMAX models, neural net models, and VAR models. Specifically, the hypotheses tested are whether or not the frequency of overreactions (i) is informative about Bitcoin price movements (H1) and (ii) exhibits no seasonality (H2). On the whole, the results suggest that it can provide useful information to predict price dynamics in the cryptocurrency market and for designing trading strategies (H1 cannot be rejected), whilst there is no evidence of seasonality (H2 cannot be rejected).Item Some problems of optimal management of economic systems(Konstantin Preslavsky University Press, 2014) Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor MykhailovychThe task of optimal management of economic system is examined. Solution of the problem comes true through the method of the Pontryagin maximum principle. As a function of the equation of state will use the Gross Domestic Product (GDP). An optimal management of state of financial system United Kingdom from initial position to the set end position is offered.Item Modeling of the optimal structure of insurance portfolio(Limited Liability Company “Consulting Publishing Company “Business Perspectives”, 2015) Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor MykhailovychThe article offers a scientific and methodical approach to the formation of the optimal structure of insurance portfolio in order to achieve its equilibrium on the basis of nonlinear programming. The proposed model has a differentiated nature and allows each company to choose the specific optimal structure of insurance portfolio that will ensure maximal profits and minimal risksItem Peculiarities of optimization of insurance portfolio of companies in the countries with transition economies(Publishing Company “Business Perspectives”, 2015) Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor Mykhailovych; Козьменко, О.В.; Балацький, Євген Олегович; Балацкий, Евгений Олегович; Balatskyi, Yevhen Olehovych; Кузьменко, Ольга Віталіївна; Кузьменко, Ольга Витальевна; Kuzmenko, Olha VitaliivnaThis article deals with effective management of companies’ insurance portfolios. It carries out mathematical formalization of stages of this process in general, which makes it possible to use the proposed scientific and methodical approach to optimizing the insurance portfolio of any company in a developing country. It conducts practical implementation of this methodology for insurers in Ukraine. Considerable attention is given to identification of the relevant indicators of the optimal insurance portfolio.Item Statistical model of risk assessment of insurance company’s functioning(Limited Liability Company “Consulting Publishing Company “Business Perspectives”, 2015) Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor Mykhailovych; Козьменко, О.The article studies the basic problems of studying the risks of insurance companies’ functioning. It distinguishes the main types of risks of losses that occur during the functioning of insurers. Considering the fact that in practical activity of insurance companies not all types of risks are realized it is offered to use the algorithm of constructing a model for risk assessment of insurance companies’ operations. The model is based on the essential requirements and defining features of statistical models, including: risk assessment on the basis of probability theory.Item Modeling of the rating assessment of insurance companies’ financial soundness(Business Perspectives, 2015) Олійник, Віктор Михайлович; Oliinyk, Viktor Mykhailovych; Олейник, Виктор МихайловичThe article studies the problem of analyzing the activities of various insurance companies. It finds that most of the indicators used in the analysis are not comparable with each other and cannot give an objective assessment of financial stability of insurance companies. It discovers that quite often analysts do not have sufficient information about the company’s activity and are unable to form an objective rating of companies. It offers to use the method of aggregates to solve the above mentioned problem that takes into account any additional numerical, inaccurate and incomplete information about the relative weight of individual indicators.Item Profit modelling of insurance companies on the basis of network planning(Insurance Markets and Companies: Analyses and Actuarial Computations International Research Journal, 2015) Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor MykhailovychThe author investigates the essence of the network planning method. And develops the scientific and methodical approach to profit modeling of insurance companies based on the instruments of network planning, which makes it possible to assess the profits of insurance companies both in terms of minimization of time required to carry out the work and minimization of its implementation costs.Item Analysis of world financial centers in insurance sphere(Nürnberg, Deutschland, 2014) Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor MykhailovychActivity of insurance companies is characterized with internationalness nowadays, there is integration of the financial systems of different countries and world regions with the obvious selection of financial centers that are able to accumulate considerable financial resources with their further redistribution.Item Forecasting financial and economic indicators using regression analysis(Toronto Press, 2014) Олійник, Віктор Михайлович; Олейник, Виктор Михайлович; Oliinyk, Viktor MykhailovychIn this paper we consider the problem of obtaining non-linear regression equation to find the energy prices. To receive these equations is historical observation period. To predict oil prices for 2011-2014, GG, obtained by the regression equation with a coefficient of multiple correlation equal to R = 0,991.