Перегляд за Автор "Strelchenko I.I."
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Документ Cluster analysis of the impact of currency regime type on features of the spread of financial crises.(Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, 2018) Strelchenko I.I.The paper presents the results of research on the impact of currency regime type on features of the spread of financial crises. The focus is on constructing a neural network to identify groups of countries exhibiting similar behaviour in the dynamics of the index of flexibility in the effective exchange rate, exchange market pressure and external public debt markets in times of sudden changes in the environment. The alpha-criterion for optimality constructed in this way is based on the use of a concordance coefficient. The result of modelling is a self-organization map with a hidden layer consisting of six clusters. This cluster structure allows us to analyse the relationship between the type of currency regime and the consequences of the global crisis in 2007–2009 for the domestic financial markets of the investigated countries. It is found that the result of the division is significantly influenced by the proximity of administrative boundaries and historically predetermined close trade and economic channels of interaction between economies. The results obtained can be used to formulate directions in the currency policies of developing countries, including Ukraine.Документ Neuromodelling of financial and economic security of the region(Scientific bulletin of Polissia, 2018-02) Strelchenko I.I.; Komirna V. V.; Arakelova I. O.Актуальність теми дослідження. У світлі зміни системи глобальної світової безпеки, гостро постає проблема адекватної оцінки економічної безпеки в регіональному розрізі. Існуючі методики передбачають розрахунок комплексного показника або системи показників для оцінки економічної безпеки. Натомість реалії сьогодення вимагають перегляду концептуального підходу до визначення поняття «економічна безпека», що врахує вплив процесів взаємопроникнення та інтеграції економічних систем окремих регіонів. Постановка проблеми. Постає задача пошуку та тестування нових методів щодо оцінки економічної безпеки регіонів. Аналіз останніх досліджень і публікацій. Проблематиці кількісної та якісної оцінки економічної безпеки країни присвячена значна кількість досліджень. Класичний підхід до оцінки економічної безпеки передбачає обчислення інтегрального індексу та не враховує інтеграцію окремих регіонів та країни в цілому у світові ринки. Виділення недосліджених частин загальної проблеми. Необхідність зміни кута зору на проблематику моніторингу регіональної економічної безпеки виникла у зв’язку з: збільшенням масштабів та пришвидшенням процесів глобалізації; складною геополітичною ситуацією в середині країни. Постановка завдання. Метою даного дослідження є теоретична оцінка можливості поєднання індикативного підходу та положень теорії відкритих систем до оцінки рівня економічної безпеки регіону. Викладення основного матеріалу. В роботі розроблено алгоритм використання апарату теорії нейронних мереж для оцінки економічної системи регіонів. Отримана економіко-математична модель дозволяє виконувати кластеризацію територіальних одиниць за обраними індикаторами економічної безпеки. Тестування розробленого алгоритму проведено на основі даних про стан економічного розвитку регіонів України. Висновки. Результатом моделювання стала кластерна структура, що розподілила сукупність регіонів України на чотири кластери відповідно до відібраних класифікаційних характеристик. Отримані результати мають чітку економічну інтерпретацію.Документ Simulation of the crisis contagion process between countries with different levels of socio-economic development(CEUR Workshop Proceedings, 2019) Strelchenko I.I.; Matviychuk A.; Vashchaiev S.; Velykoivanenko H.The paper contains a detailed analysis of the occurrence and contagion of crisis phenomena in countries with different levels of economic development. As part of the study, a correlation analysis of classification characteristics was carried out for the preliminary division of countries into classes. The usage of neural networks tools for the mathematical modelling of the processes of transboundary contagion of crisis is substantiated. A general scheme of the system of models of transboundary distribution of crisis phenomena between countries has been built. At the first level of the scheme for dividing countries into separate groups according to types of reaction to crisis phenomena, it was proposed to cluster them using self-organizing maps. At the second level of the scheme it was decided to use a perceptron-type neural network to predict the effects of crisis transfers.Документ The system of the indicators of financial stability of the local budget as component of the assessment of the competitive immunity of the region.(Ukrainian State University of Chemistry and Technology, 2022) Strelchenko I.I.; Pysarkova V.R.The article examines the essence of competitive immunity and gives the main stages of evaluating the competitive immunity of the region. There are three blocks for assessing thecompetitive immunity of the region: information and digital approach; information and digital technologies; value and reputation management. In accordance with the selected blocks, the objects of management influence necessary for assessing the competitive immunity of the region and bringing it to sustainable functioning are defined, namely: production sustainability, financial sustainability, socio-economic sustainability, informational and psychological sustainability, market sustainability, sustainable innovative development, growth of business value, balanced innovative infrastructure and reputation of the region. For one of the important objects of managerial influence, namely, financial stability, a system of indicators of a comprehensive analysis of the financial stability of the local budget as a component of competitive immunity is proposed, which should be considered in three groups: analysis of the balance of the local budget, analysis of financial stability and analysis of budget efficiency. The proposed ratio complex consists of twelve indicators, namely: coefficient of budget coverage, coefficient of budget sustainability, coefficient of general tax stability, coefficient of cost coverage by interbudgetary transfers, coefficient of budget dependence, coefficient of tax independence, coefficient of stability of the income base, the share of equalization grants in the total amount of transfers, local budget deficit ratio, coefficient of budgetary efficiency, coefficient of budgetary support, indicator of stability of the revenue part of the budget. The essence and normative values of the proposed indicators were considered. Within the framework of the proposed approach, the components of the integral indicator of the financial stability of the local budget are considered. The essence and algorithm of the work of Kohonen’s neural networks with the aim of its further use for the segmentation of regions based on indicators of financial stability of regions are given.Документ Using cluster analysis to assess financial stability as an object of manageriaimpact of regional competitive immunity(2022) Strelchenko I.I.; Koczar J.; Pysarkova V.The main aspect in the study of the financial stability of the local budgets of the regions as a component of the competitive immunity of the region is the search for criteria and the development of a methodology for assessing efficiency. In accordance with the accepted concept of competitive immunity, three problem-area blocks have been highlighted as a means of its evaluation: informational and digital approach; information and digital technologies; value and reputational management, which include the objects of managerial influence considered for the assessment of bringing competitive immunity to sustainable functioning. The paper examines and classifies the regions of Ukraine according to the financial stability of the local budget into three groups: regions with high financial stability, regions with medium financial stability, and regions with low financial stability. The authors undertook an applied study to assess the financial stability of the budget as an object of managerial influence at the local level. The study was conducted on the basis of the local budget indicators of all regions of Ukraine for 2018-2020. The calculation of the selected indicators was carried out on the basis of statistical data on the implementation of local budgets, reports and decisions of regional councils on the regional budget. The suggested methodological approach is the basis for assessing the budget policy and financial stability of the region as an object of the managerial influence of competitive immunity. The distribution of the original data set across clusters in the study was carried out using the business analytical platform Deductor and clustering algorithms such as the k-means and Kohonen maps. It has been established that Kohonen maps and k-means based on the Deductor business analytics platform can be used to cluster Ukrainian regions based on indicators of financial stability. The interpretation of the findings with the help of a comprehensive analysis of financial stability based on local budget data allows not only to analyze the obtained values and give a predictive assessment, but also to justify the chosen strategy for strengthening the competitive immunity of the studied region.