19 research outputs found
ΠΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΠ΅ ΡΡΠ°ΠΊΡΠ°Π»ΡΠ½ΡΡ ΠΌΠΎΠ΄Π΅Π»Π΅ΠΉ ΡΠ΅Π½ΠΎΠ²ΠΎΠΉ Π΄ΠΈΠ½Π°ΠΌΠΈΠΊΠΈ Π°ΠΊΡΠΈΠ²ΠΎΠ² Π² ΡΠ΅Π»ΡΡ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΠΌΠΈ ΡΠΈΡΠΊΠ°ΠΌΠΈ
The article presents the analysis findings of the problems and prospects of using the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The aim of the article is to find out the features of value of bank assets and to develop recommendations for assessing financial risksΒ based on mathematical methods for forecasting economic processes. Theoretical and empirical research methods were used to achieve the aim. The article reveals the features of mathematical modeling of economic processes related to asset pricing in a volatile market. It was proved that using financial mathematics in banking contributes to the stable development of the economy. Mathematical modeling of the price dynamics of financial assets is based on a substantive hypothesis and supported by an adequate apparatus of fractal pair pricing models in order to reveal specific market relations of business entities. According to the authors, the prospects of using forecast models to minimize the financial risks of derivative financial instruments are positive. The authors concluded that the considered methods contribute to managing financial risks and improving forecasts, including operations with derivatives. Besides, the studied fractal volatility parameters proved the predictive power regarding extreme events in financial markets, such as the bankruptcy of Lehman Brothers investment bank in 2008. The relevance of the article is due to the fact that the favorable investment climate and the use of modern financing methods largely depend on the effective financial risk management.ΠΡΠ΅Π΄ΡΡΠ°Π²Π»Π΅Π½Ρ ΡΠ΅Π·ΡΠ»ΡΡΠ°ΡΡ Π°Π½Π°Π»ΠΈΠ·Π° ΠΏΡΠΎΠ±Π»Π΅ΠΌ ΠΈΒ ΠΏΠ΅ΡΡΠΏΠ΅ΠΊΡΠΈΠ² ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΡ ΡΠ΅ΠΎΡΠΈΠΈ ΡΡΠ°ΠΊΡΠ°Π»ΡΠ½ΠΎΠ³ΠΎ ΡΡΠ½ΠΊΠ° Π²Β ΡΠ΅Π»ΡΡ
ΠΌΠ°ΡΠ΅ΠΌΠ°ΡΠΈΡΠ΅ΡΠΊΠΎΠ³ΠΎ ΠΏΡΠΎΠ³Π½ΠΎΠ·ΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΠ΅Π½ΠΎΠ²ΠΎΠΉ Π΄ΠΈΠ½Π°ΠΌΠΈΠΊΠΈ Π°ΠΊΡΠΈΠ²ΠΎΠ² Π²Β ΡΠ°ΠΌΠΊΠ°Ρ
ΡΠ΅Π°Π»ΠΈΠ·Π°ΡΠΈΠΈ ΡΡΡΠ°ΡΠ΅Π³ΠΈΠΈ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΠΌΠΈ ΡΠΈΡΠΊΠ°ΠΌΠΈ. Π¦Π΅Π»Ρ ΡΡΠ°ΡΡΠΈΒ β ΡΠ°ΡΠΊΡΡΡΠΈΠ΅ ΠΎΡΠΎΠ±Π΅Π½Π½ΠΎΡΡΠ΅ΠΉ ΡΡΠΎΠΈΠΌΠΎΡΡΠΈ Π±Π°Π½ΠΊΠΎΠ²ΡΠΊΠΈΡ
Π°ΠΊΡΠΈΠ²ΠΎΠ² ΠΈΒ ΡΠ°Π·ΡΠ°Π±ΠΎΡΠΊΠ° ΡΠ΅ΠΊΠΎΠΌΠ΅Π½Π΄Π°ΡΠΈΠΉ, Π½Π°ΠΏΡΠ°Π²Π»Π΅Π½Π½ΡΡ
Π½Π° ΠΎΡΠ΅Π½ΠΊΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΠΈΡΠΊΠΎΠ² Π½Π° Π±Π°Π·Π΅ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΡ ΠΌΠ°ΡΠ΅ΠΌΠ°ΡΠΈΡΠ΅ΡΠΊΠΈΡ
ΠΌΠ΅ΡΠΎΠ΄ΠΎΠ² ΠΏΡΠΎΠ³Π½ΠΎΠ·ΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΈΡ
ΠΏΡΠΎΡΠ΅ΡΡΠΎΠ². ΠΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½Ρ ΡΠ΅ΠΎΡΠ΅ΡΠΈΡΠ΅ΡΠΊΠΈΠ΅ ΠΈΒ ΡΠΌΠΏΠΈΡΠΈΡΠ΅ΡΠΊΠΈΠ΅ ΠΌΠ΅ΡΠΎΠ΄Ρ ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΡ. Π Π°ΡΠΊΡΡΡΡ ΠΎΡΠΎΠ±Π΅Π½Π½ΠΎΡΡΠΈ ΠΌΠ°ΡΠ΅ΠΌΠ°ΡΠΈΡΠ΅ΡΠΊΠΎΠ³ΠΎ ΠΌΠΎΠ΄Π΅Π»ΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΈΡ
ΠΏΡΠΎΡΠ΅ΡΡΠΎΠ², ΡΠ²ΡΠ·Π°Π½Π½ΡΡ
ΡΒ ΡΠ΅Π½ΠΎΠΎΠ±ΡΠ°Π·ΠΎΠ²Π°Π½ΠΈΠ΅ΠΌ Π°ΠΊΡΠΈΠ²ΠΎΠ² Π²Β ΡΡΠ»ΠΎΠ²ΠΈΡΡ
Π²ΠΎΠ»Π°ΡΠΈΠ»ΡΠ½ΠΎΠ³ΠΎ ΡΡΠ½ΠΊΠ°. ΠΠΎΠΊΠ°Π·Π°Π½ΠΎ, ΡΡΠΎ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΠ΅ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΠΎΠΉ ΠΌΠ°ΡΠ΅ΠΌΠ°ΡΠΈΠΊΠΈ Π²Β Π±Π°Π½ΠΊΠΎΠ²ΡΠΊΠΎΠΉ ΠΏΡΠ°ΠΊΡΠΈΠΊΠ΅ ΡΠΏΠΎΡΠΎΠ±ΡΡΠ²ΡΠ΅Ρ ΡΠΎΡΠΌΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΡΠ»ΠΎΠ²ΠΈΠΉ ΡΡΠ°Π±ΠΈΠ»ΡΠ½ΠΎΠ³ΠΎ ΡΠ°Π·Π²ΠΈΡΠΈΡ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΠΊΠΈ. ΠΠ΅ΡΠΎΠ΄Ρ ΠΌΠ°ΡΠ΅ΠΌΠ°ΡΠΈΡΠ΅ΡΠΊΠΎΠ³ΠΎ ΠΌΠΎΠ΄Π΅Π»ΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΠ΅Π½ΠΎΠ²ΠΎΠΉ Π΄ΠΈΠ½Π°ΠΌΠΈΠΊΠΈ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
Π°ΠΊΡΠΈΠ²ΠΎΠ² ΡΡΡΠΎΡΡΡΡ Π½Π° ΡΠΎΠ΄Π΅ΡΠΆΠ°ΡΠ΅Π»ΡΠ½ΠΎΠΉ Π³ΠΈΠΏΠΎΡΠ΅Π·Π΅ ΠΈΒ ΠΏΠΎΠ΄ΠΊΡΠ΅ΠΏΠ»ΡΡΡΡΡ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΠ΅ΠΌ Π°Π΄Π΅ΠΊΠ²Π°ΡΠ½ΠΎΠ³ΠΎ Π°ΠΏΠΏΠ°ΡΠ°ΡΠ° ΡΡΠ°ΠΊΡΠ°Π»ΡΠ½ΡΡ
ΠΏΠ°ΡΠ½ΡΡ
ΠΌΠΎΠ΄Π΅Π»Π΅ΠΉ ΡΠ΅Π½ΠΎΠΎΠ±ΡΠ°Π·ΠΎΠ²Π°Π½ΠΈΡ Π²Β ΡΠ΅Π»ΡΡ
ΡΠ°ΡΠΊΡΡΡΠΈΡ ΠΎΡΠΎΠ±Π΅Π½Π½ΠΎΡΡΠ΅ΠΉ ΡΡΠ½ΠΎΡΠ½ΡΡ
ΠΎΡΠ½ΠΎΡΠ΅Π½ΠΈΠΉ ΡΡΠ±ΡΠ΅ΠΊΡΠΎΠ² Ρ
ΠΎΠ·ΡΠΉΡΡΠ²ΠΎΠ²Π°Π½ΠΈΡ. ΠΠΎ ΠΌΠ½Π΅Π½ΠΈΡ Π°Π²ΡΠΎΡΠΎΠ², ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΠ΅ ΠΏΡΠΎΠ³Π½ΠΎΠ·Π½ΡΡ
ΠΌΠΎΠ΄Π΅Π»Π΅ΠΉ Π²Β ΡΠ΅Π»ΡΡ
ΠΌΠΈΠ½ΠΈΠΌΠΈΠ·Π°ΡΠΈΠΈ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΠΈΡΠΊΠΎΠ² ΠΏΡΠΎΠΈΠ·Π²ΠΎΠ΄Π½ΡΡ
ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΠΈΠ½ΡΡΡΡΠΌΠ΅Π½ΡΠΎΠ² ΠΈΠΌΠ΅Π΅Ρ Ρ
ΠΎΡΠΎΡΠΈΠ΅ ΠΏΠ΅ΡΡΠΏΠ΅ΠΊΡΠΈΠ²Ρ. Π‘Π΄Π΅Π»Π°Π½ Π²ΡΠ²ΠΎΠ΄, ΡΡΠΎ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΠ΅ ΡΠ°ΡΡΠΌΠ°ΡΡΠΈΠ²Π°Π΅ΠΌΡΡ
ΠΌΠ΅ΡΠΎΠ΄ΠΈΠΊ ΡΠΏΠΎΡΠΎΠ±ΡΡΠ²ΡΠ΅Ρ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΠΌΠΈ ΡΠΈΡΠΊΠ°ΠΌΠΈ ΠΈΒ ΡΠ»ΡΡΡΠ΅Π½ΠΈΡ ΠΏΡΠΎΠ³Π½ΠΎΠ·ΠΎΠ², Π²Β ΡΠΎΠΌ ΡΠΈΡΠ»Π΅ ΠΎΠΏΠ΅ΡΠ°ΡΠΈΠΉ ΡΒ Π΄Π΅ΡΠΈΠ²Π°ΡΠΈΠ²Π°ΠΌΠΈ. ΠΡΠΎΠΌΠ΅ ΡΠΎΠ³ΠΎ, ΠΏΠ°ΡΠ°ΠΌΠ΅ΡΡΡ ΡΡΠ°ΠΊΡΠ°Π»ΡΠ½ΠΎΠΉ Π²ΠΎΠ»Π°ΡΠΈΠ»ΡΠ½ΠΎΡΡΠΈ, ΠΈΡΡΠ»Π΅Π΄ΡΠ΅ΠΌΡΠ΅ Π²Β ΡΠ°Π±ΠΎΡΠ΅, ΠΏΠΎΠΊΠ°Π·Π°Π»ΠΈ ΠΏΡΠ΅Π΄ΡΠΊΠ°Π·Π°ΡΠ΅Π»ΡΠ½ΡΡ ΡΠΈΠ»Ρ ΠΎΡΠ½ΠΎΡΠΈΡΠ΅Π»ΡΠ½ΠΎ ΡΠΊΡΡΡΠ΅ΠΌΠ°Π»ΡΠ½ΡΡ
ΡΠ²Π»Π΅Π½ΠΈΠΉ Π½Π° ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΡΠ½ΠΊΠ°Ρ
, ΡΠ°ΠΊΠΈΡ
ΠΊΠ°ΠΊ ΠΊΡΠ°Ρ
Π°ΠΌΠ΅ΡΠΈΠΊΠ°Π½ΡΠΊΠΎΠ³ΠΎ ΠΈΠ½Π²Π΅ΡΡΠΈΡΠΈΠΎΠ½Π½ΠΎΠ³ΠΎ Π±Π°Π½ΠΊΠ° LehmanBrothers Π²Β 2008 Π³. ΠΠΊΡΡΠ°Π»ΡΠ½ΠΎΡΡΡ ΡΡΠ°ΡΡΠΈ ΠΎΠ±ΡΡΠ»ΠΎΠ²Π»Π΅Π½Π° ΡΠ΅ΠΌ, ΡΡΠΎ Π±Π»Π°Π³ΠΎΠΏΡΠΈΡΡΠ½ΡΠΉ ΠΈΠ½Π²Π΅ΡΡΠΈΡΠΈΠΎΠ½Π½ΡΠΉ ΠΊΠ»ΠΈΠΌΠ°Ρ ΠΈΒ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΠ΅ ΡΠΎΠ²ΡΠ΅ΠΌΠ΅Π½Π½ΡΡ
ΠΌΠ΅ΡΠΎΠ΄ΠΎΠ² ΡΠΈΠ½Π°Π½ΡΠΈΡΠΎΠ²Π°Π½ΠΈΡ Π²ΠΎ ΠΌΠ½ΠΎΠ³ΠΎΠΌ Π·Π°Π²ΠΈΡΡΡ ΠΎΡ ΡΡΡΠ΅ΠΊΡΠΈΠ²Π½ΠΎΠ³ΠΎ ΡΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΠΌΠΈ ΡΠΈΡΠΊΠ°ΠΌΠΈ
Combining patient proteomics and in vitro cardiomyocyte phenotype testing to identify potential mediators of heart failure with preserved ejection fraction
Primary skeletal muscle myoblasts from chronic heart failure patients exhibit loss of anti-inflammatory and proliferative activity
Fractal Asset Pricing Models for Financial Risk Management
The article presents the analysis findings of the problems and prospects of using the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The aim of the article is to find out the features of value of bank assets and to develop recommendations for assessing financial risksΒ based on mathematical methods for forecasting economic processes. Theoretical and empirical research methods were used to achieve the aim. The article reveals the features of mathematical modeling of economic processes related to asset pricing in a volatile market. It was proved that using financial mathematics in banking contributes to the stable development of the economy. Mathematical modeling of the price dynamics of financial assets is based on a substantive hypothesis and supported by an adequate apparatus of fractal pair pricing models in order to reveal specific market relations of business entities. According to the authors, the prospects of using forecast models to minimize the financial risks of derivative financial instruments are positive. The authors concluded that the considered methods contribute to managing financial risks and improving forecasts, including operations with derivatives. Besides, the studied fractal volatility parameters proved the predictive power regarding extreme events in financial markets, such as the bankruptcy of Lehman Brothers investment bank in 2008. The relevance of the article is due to the fact that the favorable investment climate and the use of modern financing methods largely depend on the effective financial risk management