| Form of presentation | Conference proceedings in international journals and collections |
| Year of publication | 2022 |
| Язык | английский |
|
Akhmetov Rustem Rafgetovich, author
|
| Bibliographic description in the original language |
Akhmetov R.R. Problems of Modeling the Stability of the Financial Market / Ankara International Congress of Scientific Research-VII, December 2-4, 2022 / Ankara, Turkey. The Proceeding Book, pp.1534-1539. Editor Prof. I.Celik - IKSAD Publications - 2022 |
| Annotation |
Ankara International Congress of Scientific Research-VII, December 2-4, 2022 / Ankara, Turkey.The Proceeding Book, pp.1534-1539. Editor Prof. I.Celik - IKSAD Publications - 2022 |
| Keywords |
financial stability, financial crises, dynamic system, nonlinear stochastic models, nonlinear differential equations |
| The name of the journal |
Ankara International Congress of Scientific Research-VII, December 2-4, 2022 / Ankara, Turkey.The Proceeding Book, pp.1534-1539. Editor Prof. I.Celik - IKSAD Publications - 2022
|
| URL |
https://www.ankarakongresi.org/kongre-kitaplari |
| Please use this ID to quote from or refer to the card |
https://repository.kpfu.ru/eng/?p_id=274607&p_lang=2 |
Full metadata record  |
| Field DC |
Value |
Language |
| dc.contributor.author |
Akhmetov Rustem Rafgetovich |
ru_RU |
| dc.date.accessioned |
2022-01-01T00:00:00Z |
ru_RU |
| dc.date.available |
2022-01-01T00:00:00Z |
ru_RU |
| dc.date.issued |
2022 |
ru_RU |
| dc.identifier.citation |
Akhmetov R.R. Problems of Modeling the Stability of the Financial Market / Ankara International Congress of Scientific Research-VII, December 2-4, 2022 / Ankara, Turkey. The Proceeding Book, pp.1534-1539. Editor Prof. I.Celik - IKSAD Publications - 2022 |
ru_RU |
| dc.identifier.uri |
https://repository.kpfu.ru/eng/?p_id=274607&p_lang=2 |
ru_RU |
| dc.description.abstract |
Ankara International Congress of Scientific Research-VII, December 2-4, 2022 / Ankara, Turkey.The Proceeding Book, pp.1534-1539. Editor Prof. I.Celik - IKSAD Publications - 2022 |
ru_RU |
| dc.description.abstract |
The stable functioning of the financial market is important today for the global financial system and the successful development of national economies. The main indicator of the financial stability of the financial system is the protection from financial crises. Financial stability is defined in the article as a state in which the market is able to perform all its functions well, and in which there are no situations that threaten a financial crisis. A study of the history of research on the issue leads to the conclusion that financial markets are built primarily on the principle of unstable equilibrium, in contrast to the greater stability that underlies commodity markets and industrial production. Financial markets are considered within the theory of dynamical systems as an example of a non-linear system. Predicting the behavior of such a system is extremely difficult precisely because of the nonlinearity, which is reduced to random and chaotic processes. Methods and approaches to solving some types of differential stochastic equations, in particular the Ito and Kolmogorov-Fokker-Planck equations, are studied. Through mathematical transformations, it is shown that the solutions are reduced to multidimensional models of stochastic volatility. Such models, despite their relative theoretical development and practical applicability, can lead to dynamic chaos when there is an asset return vector whose conditional covariance matrix changes over time. |
ru_RU |
| dc.language.iso |
ru |
ru_RU |
| dc.subject |
financial stability |
ru_RU |
| dc.subject |
financial crises |
ru_RU |
| dc.subject |
dynamic system |
ru_RU |
| dc.subject |
nonlinear stochastic models |
ru_RU |
| dc.subject |
nonlinear differential equations |
ru_RU |
| dc.title |
Problems of Modeling the Stability of the Financial Market |
ru_RU |
| dc.type |
Conference proceedings in international journals and collections |
ru_RU |
|
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