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Articles de revues sur le sujet « Markets – Mathematical models »

Auteur : Grafiati

Publié le 10 mars 2023

Mis à jour le 31 juillet 2025

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1

Gomozov, Yevgen, and Vladyslav Mats. "MATHEMATICAL MODELS OF IT BUSINESS RISKS ASSESSMENT." Bulletin of NTU "KhPI". Series: Strategic management, portfolio, program and project management, no. 1(8) (June 23, 2024): 79–83. http://dx.doi.org/10.20998/2413-3000.2024.8.11.

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The modern world is a world of almost continuous various disasters. The general concept of risks is closely related to such disasters of a natural, man-made, informational and financial nature. The definition of risks differs greatly among specialists in different industries. Therefore, the formation of general approaches to the description of the indicated phenomena in general terms is relevant. Such general approaches that could lead to the construction of mathematical models of risk analysis and management capable of working in real time. Generally speaking, it is stock and financial market

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Caulkins, Jonathan P. "Mathematical models of drug markets and drug policy." Mathematical and Computer Modelling 17, no. 2 (1993): ix—xi. http://dx.doi.org/10.1016/0895-7177(93)90235-q.

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Yarygina, I. Z., V. B. Gisin, and B. A. Putko. "Fractal Asset Pricing Models for Financial Risk Management." Finance: Theory and Practice 23, no. 6 (2019): 117–30. http://dx.doi.org/10.26794/2587-5671-2019-23-6-117-130.

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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 risks 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 vo

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Pietukhova, Olga, and Svetlana Esh. "Models of stock analysis in capital markets." Market Relations Development in Ukraine 98, no. 5-13 (2024): 6(77). https://doi.org/10.5281/zenodo.13764625.

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The subject of the study is a comprehensive assessment of stock analysis models on current capital markets, determining their comparative characteristics.The purpose of the study is to determine the essence and content of stock exchange analysis models, which helps business entities that operate in capital markets to determine their development trends and place in the market or in business Research methods. When writing the article, comparison methods, scientific and data generalization methods, as well as special research methods were used that help determine the essence of stock market

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Nikhil, Jarunde. "Statistical Arbitrage Strategies in Derivatives Markets: Opportunities and Limitations." European Journal of Advances in Engineering and Technology 8, no. 8 (2021): 60–65. https://doi.org/10.5281/zenodo.12737209.

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Statistical arbitrage strategies leverage sophisticated mathematical models to identify and systematically exploit fleeting price discrepancies between related derivatives instruments. These strategies have a rich history in financial markets, and their profitability rests on the assumption that historical price relationships will continue. This paper examines the utilization of statistical arbitrage in derivatives markets, specifically exploring the evolution of strategy profitability as markets become more efficient. It investigates the opportunities presented by these methods while also con

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Xue, Zhaojie, Shuqing Cheng, Mingzhu Yu, and Liang Zou. "Pricing models of two-sided markets incorporating service quality." Kybernetes 48, no. 8 (2019): 1827–50. http://dx.doi.org/10.1108/k-06-2018-0287.

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Purpose This paper aims to study the pricing problems on the two-sided market for cases of monopoly and duopoly competition, specifically investigating the impact of platform service quality on the market. Theoretical analysis and computational studies are conducted to investigate the impact of different parameters on the system outcomes. Design/methodology/approach Mathematical formulations are proposed for cases of monopoly and duopoly competition. For monopolistic market, the optimal pricing and service quality strategies are obtained using mathematical programming method. For duopolistic m

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Bao, Zhixuan. "Research on the Influence of Financial Mathematics on Modern Financial Market." Highlights in Business, Economics and Management 15 (June 28, 2023): 260–66. http://dx.doi.org/10.54097/hbem.v15i.9404.

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In the process of continuous reform and development of financial markets, financial theories are constantly updated and the research and development of financial mathematics becomes more and more important. This paper focuses on the impact of financial mathematics on modern financial markets. Starting from the emergence and development prospect of modern financial mathematics, the impact of financial mathematics on the development of modern financial market is comprehensively elaborated by analyzing financial mathematical theories, such as harness theory, stochastic optimal control theory and

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Ishimura, Naoyuki. "Research on Nonlinear Partial Differential Equations in Mathematical Finance." Impact 2020, no. 8 (2020): 48–50. http://dx.doi.org/10.21820/23987073.2020.8.48.

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Mathematical finance is a field of applied mathematics which focuses on crafting special mathematical models and computational methods which are used by the finance markets. The basis of mathematical finance lies in probability theory which focuses on analysing the behaviour of the markets to help the prediction of any random events. From this work financial companies and individuals interested in the markets can make informed choices based on a calculated risk level. Professor Naoyuki Ishimura has performed research in mathematical finance for many years, and is currently based at Chuo Univer

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Zhulanov, Evgeniy E. "ECONOMIC-MATHEMATICAL MODELLING OF STRATEGIC BEHAVIOR OF INDUSTRIAL ENTERPRISES AT REGIONAL MARKET." Ars Administrandi (Искусство управления), no. 2 (2016): 47–68. http://dx.doi.org/10.17072/2218-9173-2016-2-47-68.

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The necessity to develop the effective competition policy in the region with further development of territorial industrial markets gives greater urgency to the problem of economic mathematical modeling of the competition’s results to be solved in the article. The purpose of the article is the development of the theoretical foundations in mathematical modeling of regional industrial markets through identifying the mechanisms for the management decision parameters for the enterprises in strategic behavior to correlate with the tools of the regional incentive competition.Enterprises competition i

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Phetpradap, Parkpoom, and Natkamon Sripanitan. "The Mathematics of Finance: Pricing Volatility derivatives." ITM Web of Conferences 71 (2025): 01009. https://doi.org/10.1051/itmconf/20257101009.

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In the increasingly complex world of financial markets, the scope of mathematical finance has expanded beyond traditional stock trading to include derivatives on various financial indices. The trading of stock derivatives has become commonplace across global markets. Furthermore, volatility derivatives, which are based on the volatility Index (VIX), have gained significant popularity in recent years. These instruments have been actively traded since the early 2000s. The objective of this article is to review some fundamental results on the pricing of basic volatility derivatives, under the Bla

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Kovalenko, Aleksey. "Mathematical modeling of a multi-product dispersed market in the system of the world economy." Economics and the Mathematical Methods 58, no. 3 (2022): 102. http://dx.doi.org/10.31857/s042473880021698-6.

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Mathematical models are built that is the development of the Walras model of the economy, both centralized and decentralized spatially dispersed economic system with the interactions of subjects of perfect and imperfect competition. The novelty of this model is determined by the introduction into the model of market entities: households, with a description of their functioning using utility functions, these households consume resources for their existence - various types of goods and produce various types of labor to obtain goods;multi-product enterprises that buy various types of commodity an

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Krotov, Yakov Evgenievich. "Holacratic management models in organizational systems." Research result. Information technologies 9, no. 2 (2024): 49–59. http://dx.doi.org/10.18413/2518-1092-2024-9-2-0-6.

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This article presents research results of holacratic models implementation for high-tech sector of Russian and foreign markets. The relevance of conceptual models implementation to organizational systems is caused by a competition of effective business models and continuous costs optimization of high-tech enterprises. The problem of a rapid transition from classical cascade and divisional models to holacratic ones is forced by the needs of management methods and models that will ensure high-quality process and economic changes without a negative impact on the supply chain and the process of cr

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Amoussou, Amour Gbaguidi, and Aristide Medenou. "Application of ARIMA models on Export potential Indicator." African Journal of Applied Statistics 8, no. 2 (2021): 1165–80. http://dx.doi.org/10.16929/ajas/2021.1165.263.

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The export potential indicator is designed for countries that aim to support established exports by increasing exports to new or existing target markets, and several studies are being managed using various mathematical model to predict the export values. Here, we propose an econometric model that could be useful to predict the export values. We performed the ARIMA model to evaluate the realized and unrealized export potentials of products. We therefore propose to carry out actions in favor of increasing the export potential.

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Kekytė, Ieva, and Viktorija Stasytytė. "Comparative Analysis of Investment Decision Models." Mokslas - Lietuvos ateitis 9, no. 2 (2017): 197–208. http://dx.doi.org/10.3846/mla.2017.1023.

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Rapid development of financial markets resulted new challenges for both investors and investment issues. This increased demand for innovative, modern investment and portfolio management decisions adequate for market conditions. Financial market receives special attention, creating new models, includes financial risk management and investment decision support systems.Researchers recognize the need to deal with financial problems using models consistent with the reality and based on sophisticated quantitative analysis technique. Thus, role mathematical modeling in finance becomes important. This

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Makhova, Larisa, Mark Haykin, Irina Glazkova, and Olga Domnina. "Development of Mathematical Models for Trucks and Cargo." Infrastructures 8, no. 2 (2023): 17. http://dx.doi.org/10.3390/infrastructures8020017.

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International trade allows countries to expand their markets and access goods and services that otherwise may not have been domestically available. As a result of international trade, the market is more competitive. This ultimately results in more competitive pricing and brings a cheaper product home to the consumer. The development of mathematical models to optimize the delivery of goods using a limited number of trucks is an urgent task for researchers around the world. The research goal was to use a developed mathematical model that allows one to optimize the performance of transportation t

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Salutina, T. Yu, M. F. Gumerov, A. R. Kaberova, and G. P. Platunina. "Models for Creating Price Politics of a Company Entering the Market for Speech Analytics Technologies." Finance: Theory and Practice 29, no. 2 (2025): 59–70. https://doi.org/10.26794/2587-5671-2025-29-2-59-70.

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The article is devoted to adapting general mathematical models of the software markets for describing the market of the specific product. These are the technologies of artificial intelligence in speech analytics. The purpose of this study is to create a modeling instrumentation for pricing the technologies of speech analytics in companies which enter this market. The purpose also includes recommendations provided with the price politics. The object of the study is the Russian market of speech analytics technologies. The subject of the study are the prices of this product in companies which ent

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Ostapenko, V. V., O. S. Ostapenko, E. N. Belyaeva, and Y. V. Stupnitskaya. "Mathematical models of the battle between parties for electorate or between companies for markets." Cybernetics and Systems Analysis 48, no. 6 (2012): 814–22. http://dx.doi.org/10.1007/s10559-012-9460-5.

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Salutina, T. Y., M. F. Gumerov, A. R. Kaberova, and G. P. Platunina. "DECISION-MAKING IN PRICE POLICY MANAGEMENT IN THE SPEECH ANALYTICS MARKET." Beneficium, no. 2 (2023): 20–27. http://dx.doi.org/10.34680/beneficium.2023.2(47).20-27.

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The article is devoted to adapting general mathematical models of the software markets for describing the mar-ket of a specific product. These are the technologies of artificial intellect in speech analytics. The purpose of this study is to create a modeling instrumentation for pricing the technologies of speech analytics in companies which enter this mar-ket. The purpose also includes recommendations provided with the price policy. The object of the study is the Russian market of speech analytics technologies. The subject of the study are the prices of this product in companies which enter th

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YU, XICHANG. "A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 20, no. 03 (2012): 421–32. http://dx.doi.org/10.1142/s0218488512500213.

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Uncertain differential equation with jumps is a type of differential equation driven by two classes of uncertain processes, namely canonical process and renewal process. Based on uncertain differential equation with jumps, this paper proposes a stock model with jumps for uncertain financial markets. Furthermore, the European call and put option pricing formulas for the stock model are formulated and some mathematical properties of them are studied. Finally, some generalized uncertain stock models with jumps are discussed.

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MIKHAIYLOVA, S. S., and S. A. SABIROVA. "DEVELOPMENT OF A CRYPTOCURRENCY TRADING STRATEGY USING MACHINE LEARNING METHODS." Computational nanotechnology 11, no. 2 (2024): 11–21. http://dx.doi.org/10.33693/2313-223x-2024-11-2-11-21.

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This article presents the results of a study aimed at forecasting signals for buying and selling Bitcoin cryptocurrency using machine learning models. The conducted analysis included the study of cryptocurrency features and markets, technical analysis, development of trading strategies, application of mathematical methods based on moving averages, and building classification models for buy or sell signals. The results demonstrate the effectiveness of applying machine learning models in modern trading strategies in the cryptocurrency market.

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S. Lima, Leonardo. "Nonlinear Stochastic Equation within an Itô Prescription for Modelling of Financial Market." Entropy 21, no. 5 (2019): 530. http://dx.doi.org/10.3390/e21050530.

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The stochastic nonlinear model based on Itô diffusion is proposed as a mathematical model for price dynamics of financial markets. We study this model with relation to concrete stylised facts about financial markets. We investigate the behavior of the long tail distribution of the volatilities and verify the inverse power law behavior which is obeyed for some financial markets. Furthermore, we obtain the behavior of the long range memory and obtain that it follows to a distinct behavior of other stochastic models that are used as models for the finances. Furthermore, we have made an analysis b

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Serhiienko, Olena, Mykhailo Bril, Valeria Baranova, Maryna Tatar, and Oleksandr Bilotserkivskyi. "ANALYSIS OF THE DYNAMICS OF EUROPE STOCK MARKETS DEVELOPMENT." Financial and credit activity problems of theory and practice 4, no. 51 (2023): 175–89. http://dx.doi.org/10.55643/fcaptp.4.51.2023.4038.

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The article proposes a complex of economic and mathematical models of assessment, analysis, and forecasting of the world stock indices development state for effective management of investment flows. The modern concept and strategy of European countries’ stock market development were considered, and the existing methods of diagnosing the stock market development level were analyzed. ARIMA models were built and spectral analysis of the main world indices was carried out. The possible trends in the stock indices development for the future period were analyzed using predictive models. It makes it

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Zhang, Yanfeng. "Application of Financial Mathematical Models Combined with Root Algorithms in Finance." Scalable Computing: Practice and Experience 25, no. 4 (2024): 2146–58. http://dx.doi.org/10.12694/scpe.v25i4.2447.

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Investors in the financial markets must deal with various hazards, for which they must create prudent investment portfolios and risk management plans. A multi-objective optimisation approach is proposed using the root algorithm to create a multi-objective root system growth model based on many clusters. An investment risk management optimisation model based on root system growth is built into the study using distributed decision-making. To create a multi-objective root algorithm-based portfolio optimisation model, the Markowitz mean-variance model and a multi-objective root algorithm are emplo

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Goyal, Rajeev. "Mathematics in Finance: Risk Management and Predictive Analytics." Modern Dynamics: Mathematical Progressions 1, no. 3 (2024): 1–5. https://doi.org/10.36676/mdmp.v1.i3.34.

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The application of mathematical principles in finance has revolutionized risk management and predictive analytics, enabling more precise modeling, assessment, and mitigation of financial risks. This paper explores the critical role of mathematics in developing robust financial models that enhance decision-making processes and improve the accuracy of financial forecasts. Key mathematical techniques, including probability theory, statistics, stochastic processes, and optimization, are examined in the context of their application to risk management and predictive analytics. the use of probability

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Zhang, Dong, and Shuhui Li. "Optimal Dispatch of Competitive Power Markets by Using PowerWorld Simulator." International Journal of Emerging Electric Power Systems 14, no. 6 (2013): 535–47. http://dx.doi.org/10.1515/ijeeps-2013-0096.

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Abstract The transition to competitive and retail markets for electric utilities around the world has been a difficult and controversial process. One of the difficulties that hindered the development and growth of competitive power markets is the absence of efficient computational tools to assist the design, analysis, and operation of competitive power markets. PowerWorld simulator is a software package that has strong analytical and visualization functions suitable for extensive power flow study of an electric power system. However, like many other power flow simulators, PowerWorld cannot be

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Chang, Yuanchun (Justin). "Forecasting Financial Fortunes: Unveiling the Secrets of Stock Prediction Models." International Journal of Finance and Investment 2, no. 1 (2025): 1–14. https://doi.org/10.54097/zwr3hf77.

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Stocks are the most representative area of modern financial markets, serving as a cornerstone of investment strategies for individuals and institutions. Over the years, analysts have devoted substantial effort to developing methodologies for predicting stock price movements more accurately. For seasoned and ordinary investors, buying and selling stocks represents a significant avenue for generating additional income. However, the inherent volatility of stock markets, driven by many economic, political, and psychological factors, poses a persistent challenge to achieving precise predictions. Ma

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Algazina, Yu G., and D. G. Algazina. "Approaches to Studying Collective Behavior Models in Competitive Markets: Peculiarities and Insights." Izvestiya of Altai State University, no. 1(129) (March 28, 2023): 77–82. http://dx.doi.org/10.14258/izvasu(2023)1-12.

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The paper addresses the problem of achieving Nash equilibrium in an oligopoly market where common knowledge is absent. It explores two approaches to study the convergence conditions of the dynamics in a linear oligopoly model with any number of Cournot or Stackelberg reflexive agents. The first approach utilizes indicator functions to guide agents in adjusting their outputs to reach the optimum under existing competitors' outputs. The second approach uses norms of transition matrices from iteration to iteration in the computational process. The paper presents the authors' research result

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Wang, Weibin, and Yao Wu. "Risk Analysis of the Chinese Financial Market with the Application of a Novel Hybrid Volatility Prediction Model." Mathematics 11, no. 18 (2023): 3937. http://dx.doi.org/10.3390/math11183937.

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This paper endeavors to enhance the prediction of volatility in financial markets by developing a novel hybrid model that integrates generalized autoregressive conditional heteroskedasticity (GARCH) models and long short-term memory (LSTM) neural networks. Using high-frequency data, we first estimate realized volatility as a robust measure of volatility. We then feed the outputs of multiple GARCH models into an LSTM network, creating a hybrid model that leverages the strengths of both approaches. The predicted volatility from the hybrid model is used to generate trading strategy signals, which

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Abdelghani, Mohamed, and Alexander Melnikov. "Modeling Financial Bubbles with Optional Semimartingales in Nonstandard Probability Spaces." Risks 13, no. 3 (2025): 53. https://doi.org/10.3390/risks13030053.

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Deviation of an asset price from its fundamental value, commonly referred to as a price bubble, is a well-known phenomenon in financial markets. Mathematically, a bubble arises when the deflated price process transitions from a martingale to a strict local martingale. This paper explores price bubbles using the framework of optional semimartingale calculus within nonstandard probability spaces, where the underlying filtration is not necessarily right-continuous or complete. We present two formulations for financial markets with bubbles: one in which asset prices are modeled as càdlàg semimarti

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Yusuf, Noor, and Tareq Al-Ansari. "Current and Future Role of Natural Gas Supply Chains in the Transition to a Low-Carbon Hydrogen Economy: A Comprehensive Review on Integrated Natural Gas Supply Chain Optimisation Models." Energies 16, no. 22 (2023): 7672. http://dx.doi.org/10.3390/en16227672.

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Natural gas is the most growing fossil fuel due to its environmental advantages. For the economical transportation of natural gas to distant markets, physical (i.e., liquefaction and compression) or chemical (i.e., direct and indirect) monetisation options must be considered to reduce volume and meet the demand of different markets. Planning natural gas supply chains is a complex problem in today’s turbulent markets, especially considering the uncertainties associated with final market demand and competition with emerging renewable and hydrogen energies. This review study evaluates the latest

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Tenkovskaya, L. I. "Investing in PJSC Gazprom in modern conditions." World of Economics and Management 24, no. 3 (2024): 19–40. https://doi.org/10.25205/2542-0429-2024-24-3-19-40.

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The topic of investing in securities of Russian energy companies in an unfavorable geopolitical environment is relevant, as it carries new information about forecasting dividends of Gazprom PJSC in the context of the loss of a large part of the sales markets and changes in the geography of exports of this company. The purpose of the scientific research is to identify the relationship between the economic indicators of PJSC Gazprom and, on its basis, to build economic and mathematical models with a function for forecasting these indicators. To achieve the goal of the study, the following tasks

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Al-awci, Adel Murtda, and Noori F. Al-Mayahi. "The arbitrage In Securities Market Model And Some There Properties." Al-Qadisiyah Journal Of Pure Science 26, no. 4 (2021): 542–49. http://dx.doi.org/10.29350/qjps.2021.26.5.1370.

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The applications of functional analysis in economics began worked out since the by presenting theoretical studies related to the development and balance of financial markets by building mathematical models with linear topological space , describing and defining the economic balance of the stock market in mathematical formulas and terms , and then using the theorems of linear topological spaces such as Han's theorems . Banach , separation theorems , open function theorem ,closed statement theorem and so on to create the necessary and sufficient condition to make the market model achieve viabili

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Ivanov, Mikhail A., and Yanina A. Roshchina. "A mixture GARCH-based recurrent neural network for financial volatility forecasting." Journal Of Applied Informatics 19, no. 5 (2024): 30–47. https://doi.org/10.37791/2687-0649-2024-19-5-30-47.

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This paper is devoted to the development of mathematical models of stock price volatility in financial markets, with a focus on the GARCH family models. The paper proposes to consider these models from a new perspective: as recurrent rather than autoregressive. The main idea is that GARCH econometric models can be interpreted as recurrent neural networks, especially after introducing an activation function into the equation of variance dynamics. The relevance of the study stems from the constant need to improve the accuracy of volatility forecasting in modern financial markets, especially in t

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Gardini, Matteo, Piergiacomo Sabino, and Emanuela Sasso. "Correlating Lévy processes with self-decomposability: applications to energy markets." Decisions in Economics and Finance 44, no. 2 (2021): 1253–80. http://dx.doi.org/10.1007/s10203-021-00352-9.

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AbstractBased on the concept of self-decomposability, we extend some recent multidimensional Lévy models built using multivariate subordination. Our aim is to construct multivariate Lévy processes that can model the propagation of the systematic risk in dependent markets with some stochastic delay instead of affecting all the markets at the same time. To this end, we extend some known approaches keeping their mathematical tractability, study the properties of the new processes, derive closed-form expressions for their characteristic functions and detail how Monte Carlo schemes can be implement

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Morozova, Svetlana A., and Andrey A. Rostov. "Development of economic and mathematical models of dynamics and analysis of insurance markets in the regions of the Volga federal district." Vestnik of Samara University. Economics and Management 14, no. 1 (2023): 192–201. http://dx.doi.org/10.18287/2542-0461-2023-14-1-192-201.

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: Insurance is an integral part of the financial system of any state. As of October 1, 2022, there were 143 insurance companies, 57 insurance brokers and 19 mutual insurance companies operating in the Russian Federation. The insurance market of the Russian Federation is characterized by the dominance of large insurers with an extensive network throughout the country. Regional insurance companies are represented by a small number of organizations due to the high requirements for insurers and the difficulty of competing with the leaders of the insurance market. The insurance market of the state

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Saxena, Akash, Adel Fahad Alrasheedi, Khalid Abdulaziz Alnowibet, Ahmad M. Alshamrani, Shalini Shekhawat, and Ali Wagdy Mohamed. "Local Grey Predictor Based on Cubic Polynomial Realization for Market Clearing Price Prediction." Axioms 11, no. 11 (2022): 627. http://dx.doi.org/10.3390/axioms11110627.

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With the development of restructured power markets, the profit-making competitive business environment has emerged. With the help of different advanced technologies, generating companies are taking decisions regarding trading electricity with imperfect information about marketing operating conditions. The forecasting of the market clearing price (MCP) is a potential issue in these markets. Early information on the MCP can be a proven beneficial tool for accumulating profit. In this work, a local grey prediction model based on a cubic polynomial function is presented to estimate the MCP with th

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Islam, Shama Naz. "A Review of Peer-to-Peer Energy Trading Markets: Enabling Models and Technologies." Energies 17, no. 7 (2024): 1702. http://dx.doi.org/10.3390/en17071702.

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This paper presents a detailed review of the existing literature on peer-to-peer (P2P) energy trading considering market architectures, trading strategies, and enabling technologies. P2P energy trading enables individual users in the electricity network to act as sellers or buyers and trade energy among each other. To facilitate the discussion on different aspects of P2P energy trading, this paper focuses on P2P market mechanisms, relevant bidding strategies, and auction models. In addition, to solve the energy management problems associated with P2P energy trading, this paper investigates wid

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ЛИСЕНКО, Олена. "ПРОГНОЗУВАННЯ БЕЗКРИЗОВОГО РОЗВИТКУ ГОТЕЛЬНОЇ ГАЛУЗІ М. ДНІПРО". Herald of Khmelnytskyi National University. Economic sciences 330, № 3 (2024): 252–59. http://dx.doi.org/10.31891/2307-5740-2024-330-38.

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With its dynamic structure, the world market of hotel services undergoes perpetual changes and develops in interaction with other markets of goods and services under impact of the market environment. Therefore, nowadays hotels have to adjust to a new kind of tourists who appear more and more selective about standards of accommodation facilities. The present paper’s focus is to encompass data on hotel rooms’ offer in the city of Dnipro, Ukraine. These data compose space series, precisely because they were collected at a specific moment of time, but from diverse and geographically scattered obje

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Perdana, Sigit. "Matematika dalam Dunia Keuangan: Dari Kriptografi Hingga Trading Algoritmik." Journal of Science and Mathematics Education 1, no. 1 (2025): 6–9. https://doi.org/10.70716/josme.v1i1.149.

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Mathematics plays a crucial role in the modern financial world, where mathematical concepts are used to model and manage risk, optimize portfolios, and design complex financial instruments. This article discusses various applications of mathematics, ranging from probability theory and statistics to calculus and linear algebra, in the realm of finance. One of its main applications is in cryptography, which involves mathematical techniques to secure digital transactions and personal data. Additionally, mathematics-based trading algorithms, which utilize predictive models and big data analysis, a

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Popovic, Zoran. "Pareto’s optimum in models of general economic equilibrium with the asset market." Ekonomski anali 52, no. 173 (2007): 36–84. http://dx.doi.org/10.2298/eka0773036p.

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A model of the general economic equilibrium of sequential structures includes the asset market, where assets are instruments of sequential income redistribution. The model should explain relative prices of commodities, on one hand, and establish the asset pricing as an instrument of income redistribution, on the other, enabling the analysis of sequential income transfers. This paper mainly researches Pareto?s optimum of a defined mathematical model of the general economic equilibrium in both complete and incomplete asset markets. The existence of the latter partly disables an economic system t

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SHAKHNAZAROV, Artur A. "Forecasting the risk and returns of IPOs on the Nasdaq stock exchange considering asymmetric information." Finance and Credit 28, no. 7 (2022): 1493–510. http://dx.doi.org/10.24891/fc.28.7.1493.

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Subject. The article addresses anticipation of risks and returns of IPOs on the NASDAQ stock exchange, considering the asymmetric information. Objectives. The purpose is to identify factors that determine the risk and returns of IPOs, to build predictive models on their basis. Methods. The study draws on analysis and synthesis, as well as logistic regression models. Results. The paper reveals variables that determine the risk and return of an IPO, and derives equations of corresponding predictive models. Conclusions. I built mathematical models that can be used by analysts on financial markets

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AKHMETOV, Rustem R. "Problems of modeling the stability of the financial market as a dynamic system." Finance and Credit 29, no. 1 (2023): 4–20. http://dx.doi.org/10.24891/fc.29.1.4.

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Subject. The article addresses the stable functioning of the financial market and its protection against financial crises as the main indicator of financial system’s stability. It considers the history of the issue, enabling to conclude that financial markets are built mainly on the principle of unstable equilibrium in contrast to the more stable equilibrium underlying the commodity markets and industrial production. Objectives. The article attempts to compare well-known stochastic models with dynamic and chaotic systems. Methods. The study employs stochastic modeling (autoregressive condition

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Marszk, Adam, and Ewa Lechman. "Application of Diffusion Models in the Analysis of Financial Markets: Evidence on Exchange Traded Funds in Europe." Risks 8, no. 1 (2020): 18. http://dx.doi.org/10.3390/risks8010018.

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Exchange traded funds (ETFs) are financial innovations that may be considered as a part of the index financial instruments category, together with stock index derivatives. The aim of this paper is to explore the trajectories and formulates predictions regarding the spread of ETFs on the financial markets in six European countries. It demonstrates ETFs’ development trajectories with regard to stock index futures and options that may be considered as their substitutes, e.g., in risk management. In this paper, we use mathematical models of the diffusion of innovation that allow unveiling the evol

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Kuzmin, Anton. "Mathematical Exchange Rates Modeling: Equilibrium and Nonequilibrium Dynamics." Mathematics 10, no. 24 (2022): 4672. http://dx.doi.org/10.3390/math10244672.

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The development of the author’s concept of the International Flows Equilibrium Exchange Rate (IFEER) is the basis for the mathematical exchange rate modeling of two interconnected equal economies. IFEER-concept allows modeling the exchange rate dynamics of relatively medium-term equilibrium and short- and long-term disequilibrium. Discrete and integral versions of the concept are the basis for further modeling. New structural models of medium-, short- and long-term dynamics and new final structural dependencies of the exchange rate on the system of fundamental factors are the main results. The

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Morales-Bañuelos, Paula, Nelson Muriel, and Guillermo Fernández-Anaya. "A Modified Black-Scholes-Merton Model for Option Pricing." Mathematics 10, no. 9 (2022): 1492. http://dx.doi.org/10.3390/math10091492.

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Financial derivatives have grown in importance over the last 40 years with futures and options being actively traded on a daily basis throughout the world. The need to accurately price such financial instruments has, thus, also increased, which has given rise to several mathematical models among which is that of Black, Scholes, and Merton whose wide acceptance is partly justified by its ability to price derivatives in mature and well-developed markets. For instruments traded in emerging markets, however, the accurateness of the BSM model is unproven and new proposals need be made to face the p

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R.S., Pereira, and Shamarova E. "Forward-Backward SDEs driven by L´evy Processes and Application to Option Pricing." Global and Stochastic Analysis 2, no. 2 (2015): 113–32. https://doi.org/10.5281/zenodo.7673862.

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Recent developments on financial markets have revealed the limits of Brownian motion pricing models when they are applied to actual markets. L´evy processes, that admit jumps over time, have been found more useful for applications. Thus, we suggest a L´evy model based on Forward-Backward Stochastic Differential Equations (FBSDEs) for option pricing in a L´evy-type market. We show the existence and uniqueness of a solution to FBSDEs driven by a L´evy process. This result is important from the mathematical point of view, and also, provid

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Serhiienko, A. V., V. R. Bashkiser, D. V. Sushchevsky, and Ya V. Panferova. "Forecasting financial markets using the random forest algorithm." Reporter of the Priazovskyi State Technical University. Section: Technical sciences, no. 47 (December 28, 2023): 100–108. http://dx.doi.org/10.31498/2225-6733.47.2023.299987.

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The article provides material on the analysis of the financial market using the random forest algorithm. The general problem of forecasting financial markets and the role of modern technologies for accurate forecasts and automation of trading strategies are considered. An overview of existing forecasting models and the possibility of their application for financial markets was conducted. The latest studies and publications were analyzed, on the basis of which a research program was developed. The created program has a modular structure and represents a library that can be used for further rese

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Bima Kriswana, Intan Winata Putri Sugiarti, Muhammad Nur Arifin Putra, Nove Azzahra Dinata, Risma Ayu Compania, and Zaimatul Lailatur Rohma. "STUDI PUSTAKA PENERAPAN MATEMATIKA DALAM ILMU EKONOMI : PERMINTAAN DAN PENAWARAN." Jurnal Ekonomi Bisnis dan Kewirausahaan 2, no. 1 (2025): 05–10. https://doi.org/10.69714/z6817h14.

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Demand and supply are fundamental concepts in microeconomics that influence market decisions. This article aims to explore the application of mathematical models in explaining the interaction between demand and supply in the market for goods and services. Through an economic mathematics approach, we analyze the demand and supply functions, as well as the application of market equilibrium using calculus techniques and function analysis. The proposed mathematical model focuses on how price and quantity are determined in competitive markets, along with the impact of external factors such as consu

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Morozov, Vladimir A. "Combination of Financial Research Methodologies." Economic Strategies 160, no. 5 (2022): 132–37. http://dx.doi.org/10.33917/es-5.185.2022.132-137.

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The article analyzes mathematical modeling as a methodology for the study of finance, which today is quite limited and outdated. The directions of the introduction of additional methodology in the field of finance — behavioral science are studied. The behavioral methodology is revealed for: predicting the reaction of investors; considering the general question of how financial markets help the country in allocating resources and ensuring long-term economic stability; contributing to improving the process of making financial and investment decisions. The usefulness of introducing behavioral mod

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Tykhyi, Oleksii. "Conceptual and ideological transformation of the banking system of Ukraine within the framework of european integration." Market Relations Development in Ukraine 98, no. 13-25 (2024): 6(277). https://doi.org/10.5281/zenodo.13764647.

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The subject of the study is a comprehensive assessment of stock analysis models on current capital markets, determining their comparative characteristics.The purpose of the study is to determine the essence and content of stock exchange analysis models, which helps business entities that operate in capital markets to determine their development trends and place in the market or in business Research methods. When writing the article, comparison methods, scientific and data generalization methods, as well as special research methods were used that help determine the essence of stock market

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