مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

video

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

sound

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Version

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View:

158
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Download:

103
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Cites:

Information Journal Paper

Title

Modeling of investment attractiveness of countries using entropy analysis of regional stock markets

Pages

  227-235

Abstract

 The current study focuses on the problem of determining investment attrа ctiveness of countries by means of monitoring Regional stock markets. The method of using the Permutation entropy as a model of Investment attractiveness estimation is suggested. The Permutation entropy for the time series of stock markets of countries for the period from 2005 to 2018 is calculated. The countries with high, middle or low income in Europe, Central Asia, East Asia, the Pacific, and North America were selected for the study. The article presents the results of modelling and analysis of dynamic properties of Regional stock markets using the Permutation entropy. The behavior of the Permutation entropy and stock markets is analyzed and conclusions about the possibility of rapid monitoring of the Investment attractiveness of countries by classifying the states of the stock markets of these countries are drawn. Particular attention is paid to crisis periods. It has been shown that the Permutation entropy rapidly decreases in a universal way in the pre-crisis period, which can serve as an indicator of the precursor for crisis phenomena. Determining the pre-crisis, actual crisis and post-crisis periods will allow the investor to make the right decision on time. The advantages of using the Permutation entropy method as a tool for highfrequency monitoring of stock markets and modelling the Investment attractiveness of countries are pointed out. The results of determining Investment attractiveness in terms of the Permutation entropy and ratings of the world countries, compiled by the world-wide rating agencies and literature, are compared.

Multimedia

  • No record.

    • Cites

  • No record.

    • References

  • No record.

    • Cite

    APA: Copy

    Danylchuk, H., Chebanova, N., Reznik, N., & Vitkovskyi, Y.. (2019). Modeling of investment attractiveness of countries using entropy analysis of regional stock markets. GLOBAL JOURNAL OF ENVIRONMENTAL SCIENCE AND MANAGEMENT, 5(SPECIAL ISSUE), 227-235. SID. https://sid.ir/paper/343505/en

    Vancouver: Copy

    Danylchuk H., Chebanova N., Reznik N., Vitkovskyi Y.. Modeling of investment attractiveness of countries using entropy analysis of regional stock markets. GLOBAL JOURNAL OF ENVIRONMENTAL SCIENCE AND MANAGEMENT[Internet]. 2019;5(SPECIAL ISSUE):227-235. Available from: https://sid.ir/paper/343505/en

    IEEE: Copy

    H. Danylchuk, N. Chebanova, N. Reznik, and Y. Vitkovskyi, “Modeling of investment attractiveness of countries using entropy analysis of regional stock markets,” GLOBAL JOURNAL OF ENVIRONMENTAL SCIENCE AND MANAGEMENT, vol. 5, no. SPECIAL ISSUE, pp. 227–235, 2019, [Online]. Available: https://sid.ir/paper/343505/en

    Related Journal Papers

  • No record.

    • Related Seminar Papers

  • No record.

    • Related Plans

  • No record.

    • Recommended Workshops






    Move to top
    telegram sharing button
    whatsapp sharing button
    linkedin sharing button
    twitter sharing button
    email sharing button
    email sharing button
    email sharing button
    sharethis sharing button