Ivan Burtnyak
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View article: Structural and Spatial-Functional Changes in the Development of Enterprises in Ukraine
Structural and Spatial-Functional Changes in the Development of Enterprises in Ukraine Open
This article compares the dynamics of changes in the number of enterprises in relation to the working-age population. The division of economic activities into main sectors is used. The main goal of this study is to analyze the growth rates…
View article: DIGITAL TRANSFORMATION OF BUSINESS MANAGEMENT: INNOVATIVE MODELS, FORECAST SCENARIOS AND CURRENT CHALLENGES OF ECONOMY MODERNIZATION
DIGITAL TRANSFORMATION OF BUSINESS MANAGEMENT: INNOVATIVE MODELS, FORECAST SCENARIOS AND CURRENT CHALLENGES OF ECONOMY MODERNIZATION Open
The theoretical foundations of digital transformation in enterprise management have been substantiated in the article under conditions of dynamic market changes and globalization. It has been demonstrated that the traditional model of mana…
View article: Management of the Intensity of the Flow of Buyers of the Retail Network
Management of the Intensity of the Flow of Buyers of the Retail Network Open
An approach to the management of customer flows is considered, which takes into account the uniformity of the daily intensity as an efficiency criterion. An intensity model is proposed to assess the degree of uniformity. A new formulation …
View article: R/S-ANALYSIS OF THE CURRENCY MARKET
R/S-ANALYSIS OF THE CURRENCY MARKET Open
The article substantiates the possibility of using R\S analysis for currency market research. The work is aimed at researching the currency market. The issue of research using R\S of the currency market is a new scientific direction. The s…
View article: Algebras of weakly symmetric functions on spaces of Lebesgue measurable functions
Algebras of weakly symmetric functions on spaces of Lebesgue measurable functions Open
In this work, we investigate algebras of block-symmetric and weakly symmetric polynomials and analytic functions on complex Banach spaces of Lebesgue measurable functions, for which the $p$th power of the absolute value is Lebesgue integra…
View article: ANALYSIS OF STOCK MARKET DYNAMICS
ANALYSIS OF STOCK MARKET DYNAMICS Open
The article analyzes the application of information technologies to the analysis of the stock market, namely to the study of the dynamics of the Ukrainian currency exchange rate, which will allow us to draw a conclusion about the market as…
View article: Application of symmetric analytic functions to spectra of linear operators
Application of symmetric analytic functions to spectra of linear operators Open
The paper is devoted to extension of the theory of symmetric analytic functions on Banach sequence spaces to the spaces of nuclear and $p$-nuclear operators on the Hilbert space. We introduced algebras of symmetric polynomials and analytic…
View article: Modeling the Behavior of Banks in Instability Conditions
Modeling the Behavior of Banks in Instability Conditions Open
The analysis of models of activity of banking structures in the conditions of perfect and imperfect competition is carried out. Production functions for financial companies are considered. Models of the bank's work as an institution of del…
View article: Modelling of derivatives pricing using methods of spectral analysis
Modelling of derivatives pricing using methods of spectral analysis Open
In this article expands the method of finding the approximate price for a wide class of derivative financial instruments. Using the spectral theory of self-adjoint operators in Hilbert space and the wave theory of singular and regular pert…
View article: Construction of the fundamental solution of a class of degenerate parabolic equations of high order
Construction of the fundamental solution of a class of degenerate parabolic equations of high order Open
In the article, using the modified Levy method, a Green's function for a class of ultraparabolic equations of high order with an arbitrary number of parabolic degeneration groups is constructed. The modified Levy method is developed for hi…
View article: Finding the derivative price using the Vasicek model with multidimensional stochastic volatility
Finding the derivative price using the Vasicek model with multidimensional stochastic volatility Open
Methods of calculating the approximate price of options using instruments of spectral analysis, singular and regular wave theory in the context of influence of fast and slow acting factors are developed. By combining methods from the spect…
View article: Using the Methods of Analysis of the Operational Environment to Assess the Efficiency of Commercial Banks
Using the Methods of Analysis of the Operational Environment to Assess the Efficiency of Commercial Banks Open
The article provides a study on the technical efficiency of commercial banks using the operational environment analysis method DEA. The analysis was carried out during 2014-2020 for all commercial banks that operated in this period. The Ma…
View article: CEV MODEL WITH STOCHASTIC VOLATILITY
CEV MODEL WITH STOCHASTIC VOLATILITY Open
This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochastic volatility, whi…
View article: Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes
Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes Open
The theoretical bases of this paper are the theory of spectral analysis and the theory of singular and regular perturbations. We obtain an approximate price of Ornstein-Uhlenbeck double barrier options with multidimensional stochastic diff…
View article: Taylor expansion for derivative securities pricing as a precondition for strategic market decisions
Taylor expansion for derivative securities pricing as a precondition for strategic market decisions Open
The strategy of managing the pricing processes, in particular managing the dynamics of the price of the underlying asset and its volatility, the prices of indices, shares, options, the magnitude of financial flows, in the method of calcula…
View article: Spectral study of options based on CEV model with multidimensional volatility
Spectral study of options based on CEV model with multidimensional volatility Open
This article studies the derivatives pricing using a method of spectral analysis, a theory of singular and regular perturbations. Using a risk-neutral assessment, the authors obtain the Cauchy problem, which allows to calculate the approxi…
View article: The evaluation of derivatives of double barrier options of the Bessel processes by methods of spectral analysis
The evaluation of derivatives of double barrier options of the Bessel processes by methods of spectral analysis Open
The paper deals with the spectral methods to calculate the value of the double barrier option generated by the Bessel diffusion process. This technique enables us to calculate the option price in the form of a Fourier-Bessel series with th…
View article: Pointwise stabilization of the Poisson integral for the diffusion type equations with inertia
Pointwise stabilization of the Poisson integral for the diffusion type equations with inertia Open
In this paper we consider the pointwise stabilization of the Poisson integral for the diffusion type equations with inertia in the case of finite number of parabolic degeneracy groups. We establish necessary and sufficient conditions of th…
View article: Structure of the Fundamental Solution of Cauchy Problem for Kolmogorov Systems of Second-Order
Structure of the Fundamental Solution of Cauchy Problem for Kolmogorov Systems of Second-Order Open
We study a structure of the fundamental solution of the Cauchy problemfor a class of ultra parabolic equations with a finite number of groups of variables withdegenerated parabolicity.