Designing an Algorithm for Capturing Price Volatility Factors in the Stock Market
| dc.contributor.author | Pankratova, Liubov | |
| dc.contributor.author | Paientko, Tetiana | |
| dc.contributor.author | Паєнтко, Тетяна Василівна | |
| dc.contributor.author | Паентко, Татьяна Васильевна | |
| dc.contributor.author | Lysenko, Yaroslav | |
| dc.date.accessioned | 2022-11-10T08:33:20Z | |
| dc.date.available | 2022-11-10T08:33:20Z | |
| dc.date.issued | 2021 | |
| dc.description.abstract | The research objective is to design an algorithm to be used to identify factors influencing price dynamics of shares at the time of publication of quarterly reports. Subject of research: design forecast algorithms for trade platforms for stock exchanges. Research methods used: comparative analysis, business analytics, design of software module, correlation regression analysis, analytical methods. Results of the research: The paper contributes to the empirical studies of the influence of interim disclosures of companies on equity price fluctuation and to the practical design of algorithms for trade forecasting platforms. The key finding is that the highest incidence of price dynamics was observed during the period of quarterly reports. The largest impact on price movements during the quarterly reporting period was made by the number of open short positions and capitalization of companies. | uk_UA |
| dc.identifier.citation | Pankratova L. Designing an Algorithm for Capturing Price Volatility Factors in the Stock Market / Liubov Pankratova, Tetiana Paientko, Yaroslav Lysenko // ICTERI: International Conference on Information and Communication Technologies in Education, Research, and Industrial Applications : ITER, MROL, RMSEBT, TheRMIT, UNLP 2021, Kherson, Ukraine, September 28 – October 2, 2021 / ed.: Oleksii Ignatenko, Oleksii Ignatenko, Vyacheslav Kharchenko [et al.]. – Kherson, 2021. – Vol. 1635: Communications in Computer and Information Science. – P. 67–81. | uk_UA |
| dc.identifier.isbn | 978-3-031-14840-8 | |
| dc.identifier.uri | https://ir.kneu.edu.ua:443/handle/2010/38439 | |
| dc.language.iso | en | uk_UA |
| dc.publisher | Springer Nature Switzerland AG | uk_UA |
| dc.subject | Algorithm | uk_UA |
| dc.subject | price forecast | uk_UA |
| dc.subject | price fluctuations | uk_UA |
| dc.subject | earning season | uk_UA |
| dc.title | Designing an Algorithm for Capturing Price Volatility Factors in the Stock Market | uk_UA |
| dc.type | Article | uk_UA |