F1 Прикладна математика

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Освітня програма: "Прикладна математика"

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Browsing F1 Прикладна математика by Subject "financial time series"

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    Coherence in the coupled oscillators for the case of financial time series
    (2020) Марченко, Анастасія; Щестюк, Наталія
    The analysis in natural science leads to spreading the ideas of chaos theory and non- linear dynamics to nancial mathematics and creating the new researches to consider similar models and procedures for nancial time series. Also, the irregular uctuations in these series are sometimes considered as an outcome from chaotic systems.[1] This can be used, for example, to forecast the value of an investment portfolio, which is the combination of di erent nancial assets, for example, stocks, bonds, cash. One of the ways to think about a successful portfolio is when the chosen equities have the high expected returns and synchronized in time for bottom moments.[2] Then the dynamics of these nancial assets can be described as oscillators connected in the network.
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    Developing a Hybrid AI model for Financial Market Prediction
    (2025) Войтішин, Микита; Кузьменко, Дмитро
    Over the recent years, financial time series modeling has presented a significant challenge due to market stochasticity and volatility. The stock market is influenced not only by market data such as price and volume but also by a wide range of additional external factors, including macroeconomic indicators, seasonality, fundamentals, and market sentiment. The increasing availability of diverse financial data, combined with the rapid advances in artificial intelligence (AI), has opened up new possibilities for analyzing and understanding how stock markets behave. These technologies have the potential to capture more complex nonlinear patterns that traditional statistical and machine learning models often fail to detect. This research examines how combining various model architectures and feature sets with domain - specific knowledge from the financial sector can enhance uncertainty quantification, a crucial aspect of making informed decisions and investments in financial markets.