Neuromodeling of features of crisis contagion on financial markets between countries with different levels of economic development

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dc.contributor.authorInna Strelchenko
dc.contributor.authorDmytro Lukianenko
dc.date.accessioned2024-05-15T17:00:34Z
dc.date.available2024-05-15T17:00:34Z
dc.date.issued2021
dc.description.abstractThe study examines the problem of modeling the effects of the spread of crises between countries with different levels of economic development. The main focus is on the study of the spread of crisis contagions from the economy of the source country to the economies of the recipient countries. The authors conducted a fundamental analysis of the basic theoretical concepts, causes and mechanisms of crisis in the world economy. The relevant study was carried out in the context of certain types of financial crises. A methodological approach to modeling the processes of crisis contagion through financial and trade transmission channels has been developed and substantiated. In particular, a method of classifying economies according to the level of behavioral similarity of individual indicators of resilience within two years after the end of the latency period is proposed. The practical implementation of the technique in the form of a cyclic algorithm in the MATLAB system is performed. Approbation of the created software is performed on the data of the world financial crisis of 2008-2009. The obtained distribution of world economies and the calculation of statistical characteristics for each cluster made it possible to identify nine scenarios of economic development under the influence of crossborder processes of crisis. The influence of the type of exchange rate regime on the dynamics of the exchange rate during two years after the end of the latent period is analyzed separately. The analysis of the exchange rate in clusters showed that there is a certain relationship between the type of currency regime and the consequences of the crisis in domestic financial markets
dc.identifier.otherDOI: 10.33111/nfmte.2021.136
dc.identifier.urihttps://ir.duan.edu.ua/handle/123456789/4250
dc.language.isoen_US
dc.publisherNeuro-Fuzzy Modeling Techniques in Economics
dc.subjectfinancial crisis
dc.subjectchannels of crisis spreading
dc.subjectlatency period
dc.subjectmacroeconomic indicator
dc.subjectrank coefficient of concordance
dc.subjectneural network
dc.subjectKohonen map
dc.titleNeuromodeling of features of crisis contagion on financial markets between countries with different levels of economic development
dc.typeArticle

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