Vera Ivanyuk
YOU?
Author Swipe
View article: An integrated analysis for digital financial assets and artificial intelligence-based financial management using AI-based neuro quantum picture fuzzy rough sets and econometric modeling
An integrated analysis for digital financial assets and artificial intelligence-based financial management using AI-based neuro quantum picture fuzzy rough sets and econometric modeling Open
The objective of this article is to delve into the digital financial asset (DFA) portfolio price of institutional investors, such as hedge funds. The aim is to make a significant contribution by providing methods (statistical methods and f…
View article: Government regulation of Kazakhstan economy: Evidence from Eurasian Economic Union sanctions
Government regulation of Kazakhstan economy: Evidence from Eurasian Economic Union sanctions Open
The research issue at hand pertains to the intricate mechanisms of state regulation that govern the economy of Kazakhstan, particularly in the context of the international sanctions that have been instituted by the nations comprising the E…
View article: Regulation mechanisms of smart tourism development in Kazakhstan
Regulation mechanisms of smart tourism development in Kazakhstan Open
The process of digitalization within the realm of tourism is not merely a trend but rather a significant catalyst that is rapidly propelling the comprehensive transformation of the tourism industry into a new era of technological advanceme…
View article: Directions of transformation of the financial market infrastructure
Directions of transformation of the financial market infrastructure Open
Financial markets have adopted measures aiming at strengthening insurance industry and digital financial assets. Efforts have also been made to strengthen the financial sector and expand lending opportunities in times of economic turmoil. …
View article: Development of an Econometric Model of Crisis and Assessment of the Crisis Risk
Development of an Econometric Model of Crisis and Assessment of the Crisis Risk Open
In this paper, the classification of crisis states and their dynamics is carried out. The asset crisis model is approximated and formalized. Invariant stationary components and the boundaries of crisis fluctuations are determined, which al…
View article: The method of residual-based bootstrap averaging of the forecast ensemble
The method of residual-based bootstrap averaging of the forecast ensemble Open
This paper presents an optimization approach—residual-based bootstrap averaging (RBBA)—for different types of forecast ensembles. Unlike traditional residual-mean-square-error-based ensemble forecast averaging approaches, the RBBA method a…
View article: Methodology for Constructing an Experimental Investment Strategy Formed in Crisis Conditions
Methodology for Constructing an Experimental Investment Strategy Formed in Crisis Conditions Open
This article proposes a neoclassical stock market portfolio based on the principles of dynamic response and constant adaptation to the market. The construction of a neoclassical investment portfolio begins with the conceptual development o…
View article: Kolyada inequality for partial moduli of smoothness of functions with lacunary Fourier coefficients
Kolyada inequality for partial moduli of smoothness of functions with lacunary Fourier coefficients Open
The problem of estimating the moduli of smoothness of functions from $L_q$ in terms of moduli of smoothness from $L_p$ is well known. The initial stage in estimating the moduli of smoothness was the study of properties of functions from …
View article: Proposed Model of a Dynamic Investment Portfolio with an Adaptive Strategy
Proposed Model of a Dynamic Investment Portfolio with an Adaptive Strategy Open
This article covers a set of models and methods of portfolio investment which help adapt modern economic and mathematical instruments of portfolio investment to the current financial market situation. The main hypotheses serve as a basis f…
View article: Modeling of Crisis Processes in the Financial Market
Modeling of Crisis Processes in the Financial Market Open
Global liquidity shortage as well as the availability on the market of overpriced assets and derivatives led to the situation where the global economy depends primarily on liquidity, becoming prone to chain-consistent world crises. Only fo…
View article: Formulating the Concept of an Investment Strategy Adaptable to Changes in the Market Situation
Formulating the Concept of an Investment Strategy Adaptable to Changes in the Market Situation Open
The study aims to develop a dynamic model for the management of a strategic investment portfolio, taking into account the impact of crisis processes on asset value. A mathematical model of a dynamic portfolio strategy is developed, and gui…
View article: CONCEPTUAL DIRECTIONS FOR DEVELOPING MODEL OF REGIONAL CENTER OF CARDIOLOGY AND CARDIOVASCULAR SURGERY BASED ON PUBLIC-PRIVATE PARTNERSHIP PRINCIPLES
CONCEPTUAL DIRECTIONS FOR DEVELOPING MODEL OF REGIONAL CENTER OF CARDIOLOGY AND CARDIOVASCULAR SURGERY BASED ON PUBLIC-PRIVATE PARTNERSHIP PRINCIPLES Open
The aim of this study is to substantiate conceptual directions for developing the model of regional center of cardiology and cardiovascular surgery based on the principles of public-private partnership. Material and methods. General scient…
View article: Neural networks and their application in forecasting problems
Neural networks and their application in forecasting problems Open
The report describes popular machine learning methods and applications of neural networks. It reveals methods of training neural networks and offers a method of forecasting based on neural networks for modelling financial time series. Neur…
View article: Ensemble forecasting method
Ensemble forecasting method Open
The purpose of this article is to analyze the time series based on aggregate forecasting methods. Forecasting time series comprises an important scientific and technical task which is relevant in various sectors of economy and production. …
View article: Forecasting the dynamics of financial time series based on neural networks
Forecasting the dynamics of financial time series based on neural networks Open
Forecasting is one of the high-demand data mining problems, but also a very difficult one. The difficulties of forecasting are associated with insufficient quality and quantity of input data, the changes in the environment where the proces…
View article: Phase model of asset crises identification
Phase model of asset crises identification Open
The study is devoted to an econometric model development for the asset crises identification. Unlike the classical approach, the economic crisis is considered not as a one-time state (for example, the point of bifurcation in Krugman's equi…
View article: Use of neural network models in the market risk management
Use of neural network models in the market risk management Open
This topic is of high relevance due to the fact that many currently available mathematical market risk assessment models contain many limitations for their effective use. However, these limitations are often not feasible, what leads to a d…
View article: Management of Market Assets in Crisis
Management of Market Assets in Crisis Open
Introduction, Purpose. Most of the classic and modern investment models do not take into account the crisis processes in the economy. This happens mostly because crises are not studied well enough and serious researches are to be made in t…
View article: Network-Centric Methods Management
Network-Centric Methods Management Open
This paper explores the possibilities of the use of centralized network approach to detecting and countering crises in the economy. In the study the examples showing the scope of effective application-centric methods and approaches were of…