Oeconomia Copernicana,
Год журнала:
2022,
Номер
13(3), С. 699 - 743
Опубликована: Сен. 25, 2022
Research
background:
The
contagious
impact
of
the
COVID-19
pandemic
has
heightened
financial
market's
volatility,
nonlinearity,
asymmetric
and
nonstationary
dynamics.
Hence,
existing
relationship
among
assets
may
have
been
altered.
Moreover,
level
investor
risk
aversion
market
opportunities
could
also
alter
in
pandemic.
Predictably,
investors
heat
moment
are
concerned
about
minimizing
losses.
In
order
to
determine
hedge
risks
between
implied
volatilities
through
information
flow,
it
is
required
take
into
account
increased
vagueness
economic
projections
as
well
uncertainty
asset
values
a
result
Purpose
article:
study
aims
examine
transmission
VIX-implied
volatility
index
for
S&P
500
fifteen
other
indices
Methods:
We
relied
on
daily
changes
VIX
from
commodities,
currencies,
stocks.
employed
improved
complete
ensemble
empirical
mode
decomposition
with
adaptive
noise
which
line
heterogeneous
expectations
participants
denoise
data
extract
intrinsic
functions
(IMFs).
Subsequently,
we
clustered
IMFs
based
common
features
high,
low,
medium
frequencies.
analysis
was
carried
out
using
Rényi
transfer
entropy
(RTE),
allowed
evaluation
both
linear
non-linear,
varied
distributions
Findings
&
value
added:
RTE
revealed
bi-directional
flow
negative
amid
each
indices,
particularly
long
term.
found
this
behavior
markets
be
consistent
at
varying
levels
investors'
aversion.
findings
help
their
portfolio
strategies
time
pandemic,
resulted
fluctuating
Our
characterize
global
?non-linear
evolutionary
systems?.
results
lend
support
emerging
delayed
competitiveness
external
shocks
hypothesis.
Entropy,
Год журнала:
2022,
Номер
25(1), С. 71 - 71
Опубликована: Дек. 30, 2022
Intraday
stock
time
series
are
noisier
and
more
complex
than
other
financial
with
longer
horizons,
which
makes
it
challenging
to
predict.
We
propose
a
hybrid
CEGH
model
for
intraday
market
forecasting.
The
contains
four
stages.
First,
we
use
complete
ensemble
empirical
mode
decomposition
(CEEMD)
decompose
the
original
data
into
different
intrinsic
functions
(IMFs).
Then,
calculate
approximate
entropy
(ApEn)
values
sample
(SampEn)
of
each
IMF
eliminate
noise.
After
that,
group
retained
IMFs
groups
predict
comprehensive
signals
those
using
feedforward
neural
network
(FNN)
or
gate
recurrent
unit
history
attention
(GRU-HA).
Finally,
obtain
final
prediction
results
by
integrating
group.
experiments
were
conducted
on
U.S.
China
markets
evaluate
proposed
model.
demonstrate
that
improved
forecasting
performance
considerably.
creation
collaboration
between
CEEMD,
entropy-based
denoising,
GRU-HA
is
our
major
contribution.
This
could
improve
signal-to-noise
ratio
extract
global
dependence
comprehensively
in
Sensors,
Год журнала:
2022,
Номер
22(22), С. 8671 - 8671
Опубликована: Ноя. 10, 2022
Transportation,
logistics,
storage,
and
many
other
sectors
provide
a
wide
space
for
applying
Industry
4.0.
This
era,
with
its
components,
represents
the
equipment
necessary
to
obtain
unique
competitive
advantage.
Being
smart
through
sensors,
big
data,
digitalization
corresponds
not
only
evolution
but
also
provides
protection
businesses
in
face
of
depression.
The
COVID-19
pandemic
caused
collapses
defects
very
large
enterprises
enterprises,
especially
small
medium-sized
(SMEs).
article
focuses
on
SMEs
their
profits
from
using
sensors.
Thus,
aim
was
expose
striking
effect
4.0
earnings
during
crisis
Visegrad
Four.
Mann-Kendall
trend
used
map
consequences
contrasting
period
2016-2021.
investigation
involved
samples
1221
Slovak,
259
Czech,
855
Polish,
2156
Hungarian
enterprises.
results
showed
that
more
than
80%
did
have
negative
how
changed
over
time.
fact
confirmed
by
z-test
comparison
one
proportion
each
analyzed
country.
adaptation
strengthened
muscle
bankruptcy
resilience
crisis.
In
addition,
it
may
encourage
be
same
or
different
sectors.
Management Dynamics in the Knowledge Economy,
Год журнала:
2022,
Номер
10(3), С. 210 - 224
Опубликована: Сен. 1, 2022
Abstract
Economists
have
been
dealing
with
the
issue
of
using
sources
financing
in
business
activities
for
more
than
half
a
century.
The
search
suitable
combination
equity
and
debt
has
led
to
number
studies
later
theories
that
deal
capital
structure
optimization.
authors
often
focus
their
publications
on
whether
enterprise
can
be
optimized
or
fulfilment
its
main
objectives
are
conditioned
by
management
financial
resources.
For
this
reason,
is
constantly
highly
topical.
goal
research
paper
clarify
basic
concepts
associated
question
about
enterprise.
analysis
was
preceded
detailed
study
identifying
most
crucial
papers,
countries,
Web
Science
database.
term
keyword
focused
scientific
papers
published
database
during
2010–2021.
final
result
all
available
information
exported
subsequently
used
create
bibliometric
map
itself
VOS
Viewer
program.
results
show
keywords
determinants
two
related
words
citations
common
occurrence,
international
co-author
relations
arose
between
USA
China.
Journal of management and business : Research and practice,
Год журнала:
2023,
Номер
15(2)
Опубликована: Дек. 31, 2023
Background:
The
financial
status
of
a
company
has
considerable
influence
on
its
operational
activities,
revenue,
expenses,
and,
ultimately,
profit
and
loss
at
the
conclusion
economic
cycle.
Aims:
study
also
highlights
company's
stability
analysis
in
this
industry
verifies
resilience
Slovak
market
circumstances.
sector
NACE
H
(transport
storage),
which
ranks
as
second
most
important
division
analysed
context,
was
selected
to
highlight
significance
forecasting
well-being.
Methodology:
research
entails
assessing
changes
assets
liabilities
throughout
observed
time
2020
2022,
along
with
computing
key
ratio
indicators
such
liquidity,
profitability,
indebtedness,
activity.
data
used
given
were
sourced
from
professional
literature
firm
records
supplied.
Results:
conducted
revealed
current
deficiencies
management.
Based
this,
provided
potential
recommendations
for
improvement
many
areas.
Financial
provides
valuable
insights
into
historical
performance,
identifies
areas
concern,
offers
predictions
future
growth.
However,
it
may
not
provide
definitive
answers
all
inquiries.
Oeconomia Copernicana,
Год журнала:
2022,
Номер
13(3), С. 699 - 743
Опубликована: Сен. 25, 2022
Research
background:
The
contagious
impact
of
the
COVID-19
pandemic
has
heightened
financial
market's
volatility,
nonlinearity,
asymmetric
and
nonstationary
dynamics.
Hence,
existing
relationship
among
assets
may
have
been
altered.
Moreover,
level
investor
risk
aversion
market
opportunities
could
also
alter
in
pandemic.
Predictably,
investors
heat
moment
are
concerned
about
minimizing
losses.
In
order
to
determine
hedge
risks
between
implied
volatilities
through
information
flow,
it
is
required
take
into
account
increased
vagueness
economic
projections
as
well
uncertainty
asset
values
a
result
Purpose
article:
study
aims
examine
transmission
VIX-implied
volatility
index
for
S&P
500
fifteen
other
indices
Methods:
We
relied
on
daily
changes
VIX
from
commodities,
currencies,
stocks.
employed
improved
complete
ensemble
empirical
mode
decomposition
with
adaptive
noise
which
line
heterogeneous
expectations
participants
denoise
data
extract
intrinsic
functions
(IMFs).
Subsequently,
we
clustered
IMFs
based
common
features
high,
low,
medium
frequencies.
analysis
was
carried
out
using
Rényi
transfer
entropy
(RTE),
allowed
evaluation
both
linear
non-linear,
varied
distributions
Findings
&
value
added:
RTE
revealed
bi-directional
flow
negative
amid
each
indices,
particularly
long
term.
found
this
behavior
markets
be
consistent
at
varying
levels
investors'
aversion.
findings
help
their
portfolio
strategies
time
pandemic,
resulted
fluctuating
Our
characterize
global
?non-linear
evolutionary
systems?.
results
lend
support
emerging
delayed
competitiveness
external
shocks
hypothesis.
