Neuromodeling of features of crisis contagion on financial markets between countries with different levels of economic development

Lukianenko, Dmytro; Strelchenko, Inna

doi:10.33111/nfmte.2021.136

Cited by 6 publications

(2 citation statements)

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“…A possible solution may be to combine Markov chains of multiple, higher orders into a multi-layer graphical model that captures temporal correlations in pathways at multiple length scales simultaneously [65]. Another perspective may be to use neuro-fuzzy forecasting and clustering methods of complex financial systems [66,67,68,69,70,71,72].…”

Section: Discussionmentioning

confidence: 99%

Proceedings of the Selected and Revised Papers of 10th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2-MLPEED 2022). Virtual Event, Kryvyi Rih, Ukraine, November 17-18, 2022

Danylchuk,

Semerikov

2023

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This preface introduces the selected and revised papers presented at the 10th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2 2022), held online in Ukraine, on November 17-18, 2022. The conference aimed to bring together researchers, practitioners, and students from various fields to exchange ideas, share experiences, and discuss challenges and opportunities in applying computational intelligence and data science for the innovation economy. The innovation economy is a term that describes the emerging paradigm of economic development that is driven by knowledge, creativity, and innovation. It requires new approaches and methods for solving complex problems, discovering new opportunities, and creating value in various domains of science, business, and society. Computational intelligence and data science are two key disciplines that can provide such approaches and methods by exploiting the power of data, algorithms, models, and systems to enable intelligent decision making, learning, adaptation, optimization, and discovery. The papers in this proceedings cover a wide range of topics related to computational intelligence and data science for the innovation economy. They include theoretical foundations, novel techniques, and innovative applications. The papers were selected and revised based on the feedback from the program committee members and reviewers who ensured their high quality. We would like to thank all the authors who submitted their papers to M3E2 2022. We also appreciate the keynote speakers who shared their insights and visions on the current trends and future directions of computational intelligence and data science for the innovation economy. We acknowledge the support of our sponsors, partners, and organizers who made this conference possible despite the challenging circumstances caused by the ongoing war in Ukraine. Finally, we thank all the participants who attended the conference online and contributed to its success.

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Section: Discussionmentioning

confidence: 99%

Proceedings of the Selected and Revised Papers of 10th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2-MLPEED 2022). Virtual Event, Kryvyi Rih, Ukraine, November 17-18, 2022

Danylchuk,

Semerikov

2023

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“…Furthermore, for accurate crisis forecasting, the integration of proposed indicators (indicatorsprecursors) with specific forecasting models is imperative [11,39,15,12,40,41,42]. This convergence seems particularly promising at the intersection of artificial intelligence and fuzzy logic methods [43,44,45,46,47,48,49].…”

Section: Divergence During Critical Statesmentioning

confidence: 99%

Recurrence quantification analysis of energy market crises: a nonlinear approach to risk management

Bielinskyi,

Soloviev,

Solovieva

et al. 2023

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The energy market is characterized by unstable price dynamics, which challenge the quantitative models of pricing processes and result in abnormal shocks and crashes. We use recurrence quantification analysis(RQA) to analyze and construct indicators of intermittent events in energy indices, where regular patterns are interrupted by chaotic fluctuations, which could signal the onset of crisis events. We apply RQA to daily data of Henry Hub natural gas spot prices, WTI spot prices, and Europe Brent spot prices. Our empirical results show that the recurrence measures capture the distinctive features of crashes and can be used for effective risk management strategies.

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The Analysis and Visualization of CEE Stock Markets Reaction to Russia’s Invasion of Ukraine by Event Study Approach

Kaminskyi

Nehrey

2023

Lecture Notes on Data Engineering and Communications Technologies

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Neuromodeling of features of crisis contagion on financial markets between countries with different levels of economic development

Cited by 6 publications

References 0 publications

Proceedings of the Selected and Revised Papers of 10th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2-MLPEED 2022). Virtual Event, Kryvyi Rih, Ukraine, November 17-18, 2022

Proceedings of the Selected and Revised Papers of 10th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2-MLPEED 2022). Virtual Event, Kryvyi Rih, Ukraine, November 17-18, 2022

Recurrence quantification analysis of energy market crises: a nonlinear approach to risk management

The Analysis and Visualization of CEE Stock Markets Reaction to Russia’s Invasion of Ukraine by Event Study Approach

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