"Scientific research" Almanac

More titles

• 

  GRAPHICAL ANALYSIS TECHNIQUES OF MARKET TRENDS

  The current research paper presents a comparative analysis of the various types of charts that are normally applied in trading financial instruments. Patterns that are applicable in European as well as in US and Japanese practices are systematized. The study systematizes the „price models” of trend analysis. The peculiar features of the „turning” ... The current research paper presents a comparative analysis of the various types of charts that are normally applied in trading financial instruments. Patterns that are applicable in European as well as in US and Japanese practices are systematized. The study systematizes the „price models” of trend analysis. The peculiar features of the „turning” and the „continuing” models are revealed. Some of those models are proved to bear prognostic authenticity.

• 

  DEBT AND MACROECONOMIC VARIABLES IN THE CONTEXT OF THE “EUROPE 2020” STRATEGY

  Theoretical formulations about the nature, characteristics and directions of influence of government debt and government deficits on the main macroeconomic variables are clarified. The size, dynamics and maintenance of all financial obligations undertaken by and on behalf of the state, representing the obligation of the state, covering internal ... Theoretical formulations about the nature, characteristics and directions of influence of government debt and government deficits on the main macroeconomic variables are clarified. The size, dynamics and maintenance of all financial obligations undertaken by and on behalf of the state, representing the obligation of the state, covering internal and external debt are analysed. The dynamics and trends of change in government debt and its relationship with key macroeconomic variables are studied.

• 

  EQUILIBRIUM IN STOCHASTIC OPTIMIZATION MODELS WITH ECONOMIC APPLICATIONS

  The subject of this work is the application of a linear quadratic model which is a result of the stochastic modeling process in the economic field. A dynamic economic process is modeled, which occurs in conditions described by a stochastic differential equation. The dynamics of the process is subject to jump-like changes. Such systems are known as ... The subject of this work is the application of a linear quadratic model which is a result of the stochastic modeling process in the economic field. A dynamic economic process is modeled, which occurs in conditions described by a stochastic differential equation. The dynamics of the process is subject to jump-like changes. Such systems are known as Markov jump linear systems. The target in the observed process is modeled through a functional which has to be minimized. The result is a linear quadratic stochastic model. The equilibrium search model is related to the numerical solution of a system of generalized discrete-time algebraic Riccati equations. Methods for finding the maximal solution to a system of discrete-time algebraic Riccati equations are investigated. Moreover, new methods and algorithms for computing of this maximal solution are proposed. The numerical characteristics of algorithms are analyzed in special cases of negative definite weighting matrices and indefinite weighting ones. Conclusions are derived of the applicability and efficiency of the proposed methods.