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Modeling of Crisis Processes in the Financial Market

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  • Vera Ivanyuk

    (Department of Data Analysis and Machine Learning, Financial University under the Government of the Russian Federation, 125993 Moscow, Russia
    Department of Higher Mathematics, Bauman Moscow State Technical University, 105005 Moscow, Russia)

Abstract

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 for the last 15 years, the world has witnessed a continuous series of crises. Therefore, the study of the processes and phenomena of crisis is one of the most important scientific and practical tasks. The aim of this work consisted in the development of methods and models for the early detection of crises in the economy. The significance of the work is to develop an econometric model and tools for detection of crisis.

Suggested Citation

  • Vera Ivanyuk, 2021. "Modeling of Crisis Processes in the Financial Market," Economies, MDPI, vol. 9(4), pages 1-17, October.
    • Handle: RePEc:gam:jecomi:v:9:y:2021:i:4:p:144-:d:650962
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    References listed on IDEAS

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    Cited by:

    1. Vera Ivanyuk, 2022. "Methodology for Constructing an Experimental Investment Strategy Formed in Crisis Conditions," Economies, MDPI, vol. 10(12), pages 1-19, December.
    2. Vera Ivanyuk, 2022. "Proposed Model of a Dynamic Investment Portfolio with an Adaptive Strategy," Mathematics, MDPI, vol. 10(23), pages 1-19, November.

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