Information system supporting dynamic diversification of investment financing

Manziy, Oleksandra; Senyk, A.; Ivanyk, I.; Stepanyuk, O. I.; Senyk, Yu.

doi:10.33108/galicianvisnyk_tntu2022.04.033

Cited by 4 publications

(1 citation statement)

References 15 publications

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“…Створенню інформаційних систем для підтримки прийняття рішень при формуванні портфеля цінних паперів, яка дозволяє потенційним інвесторам самостійно оцінювати ефективність набору інвестиційного портфеля шляхом порівняння динаміки росту наявних на фінансовому ринку акцій присвячені ряд робіт О. Манзій (Manziy et al, 2022;Manziy et al, 2024), О. Степанюка (Stepanyuk et al, 2023) та Ю. Сеник, А. Сеник (Senyk, et al, 2022). В представлених інформаційних системах із застосуванням процесів візуалізації, які зображають доступну інформацію у структурованому вигляді графіків, схем та діаграм, а також з використанням математичного моделювання та вбудованих засобів штучного інтелекту проведено прогнозування ризиків та прибутків наповнення інвестиційного портфеля.…”

Section: вступunclassified

Analysis of the «veterinary drugs» segment of the international stock market using IT

Stepanyuk,

Senyk,

Manziy

et al. 2024

SMLNUVMBE

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Since the application of specific methods of stock market analysis should be based on already existing and functioning methods, the main provisions of the theories of technical, fundamental, and statistical analysis are considered in the work. A method is proposed for the effective selection of financial investment directions by visualizing data available on the Internet about the availability and value of assets. As an example of the implementation of the specified methodology, such a field of wide practical application as the "veterinary drugs" segment was chosen. The use of visualization methods built into open software allows you to present information intuitively, succinctly and to summarize statistical and analytical data. A review and comparative analysis of the leading specialized software products for data visualization and business analytics used for working with large volumes of data is carried out. The Java programming language, which is open for public use, has been chosen as the main software product for the implementation of intentions, which, when using the appropriate attached open libraries, has wide possibilities of using built-in visualization and forecasting methods. With the use of the specified software, a project was implemented to review and analyze the movement of investments in the financial market in the form of historical time series, which allows monitoring the dynamics of the movement of assets in the selected segment and diversifying the set of financial assets. It is described how even a non-professional low-budget investor using application software products and programming languages open to the public can create information systems for analysis and forecasting, while supporting dynamic diversification, of the investment process in order to obtain the optimal set of financial assets in the selected time period. For the purpose of a practical study of the situation on the market of veterinary drugs, the attention is focused on the visual presentation of the dynamics of assets using the advantages of diversification when choosing the names of drugs and their quantity. The practical approach of analyzing the dynamics of the stock price, in particular shares, proposed with the use of IT, is used to assess the possibility of short-term investment while providing appropriate advice. As a result of directly conducted market analysis, in particular, statistical analysis, the structure of the segment of veterinary drugs in the stock markets of various leading manufacturers, the dynamics of stock indices and shares of some companies is investigated.

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Section: вступunclassified

Analysis of the «veterinary drugs» segment of the international stock market using IT

Stepanyuk,

Senyk,

Manziy

et al. 2024

SMLNUVMBE

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Analysis of banking and currency risks using IT

Dubynyak,

Manziy,

Senyk

et al. 2023

Galic'kij ekon. visn.

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The work includes a review and analysis of modern leading specialized software products that are used to identify, analyze and manage risks in various areas. As an alternative, the project of own information system for analysis, forecasting and effective management of banking risks is proposed. To receive input data, the system uses a simple and easy free service for current and historical currency exchange rates and cryptocurrency rates. Currency data comes from financial data providers and banks, including the European Central Bank. The main methods used in the analysis are visualization, calculation of statistics and forecasting. The use of visualization allows you to present information in an easy-to-understand form, summarize statistical and analytical data concisely and succinctly. To forecast the main movement trends, it is proposed to use market indicators RSI, Bollinger Bands and Japanese candles, as well as machine learning using the algorithm of singular spectral analysis. Using the created product, an analysis of the shares of well-known global banks with subsidiaries in Ukraine was carried out. Trends in the exchange rates of various currencies, such as the pound sterling, the Japanese yen, the Chinese yuan, the dollar, the euro, and the hryvnia, were also analyzed. The proposed information system is publicly available and easy to use. The described methods of analysis enable an unqualified user to draw conclusions on the basis of the obtained visualizations regarding the choice of the optimal reliable bank, management of the risk of devaluation of hryvnia savings, and minimization of losses from money conversion. The results show that in the case of a small set of assets and, accordingly, restrictions on the diversification of capital investments, the use of such information systems is effective and profitable. The presented methodology also demonstrates that an investor, having basic knowledge of information and communication technologies using modern Python, Java or C# programming languages, can effectively use them to create specialized systems for data analysis, visualization and forecasting.

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Use of neural networks for investment analysis problems

Manziy,

Senyk,

Pelekh

et al. 2024

Galician economic journal

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The work describes in detail the functional features of its information development for analysis, forecasting, and effective management of an investment portfolio with a given level of risk. The created web application provides an opportunity to create an individual investment portfolio with a wide range of assets, including stocks, bonds, ETFs, cryptocurrencies, etc. In addition to creating an investment portfolio, the web application offers comprehensive portfolio analysis using advanced algorithms and machine learning models. Using neural networks, the application analyzes the overall risk of the portfolio, comparing it to the given individual risk profile of the user, and providing recommendations for optimization and reallocation of assets. In particular, a Siamese neural network is used to select financial instruments in a portfolio with a given level of investor risk, and a multilayer Perceptron is used to analyze the risk level of the portfolio, and compare and redistribute assets. Based on the analysis of trends and similarities of assets, recommendations are provided for replacing assets in the portfolio. The main methods used in the analysis are visualization, calculation of statistics, and forecasting. Based on the analysis of trends and similarities of assets, recommendations are provided for replacing assets in the portfolio. The main methods used in the analysis are visualization, calculation of statistics, and forecasting. The app also offers a detailed analysis of individual assets with descriptions, historical data, and price trends. To receive input data (current and historical rates of assets and other fundamental indicators), the system uses an efficient and accessible tool - FinanceModelingPrep API. The use of visualization allows you to present information in an easy-to-understand form: graphs of Japanese candles, pie charts provide an opportunity to quickly understand the obtained analytical results. The work also includes a review and analysis of the most used modern specialized software products used in portfolio management. The proposed information system is publicly available and easy to use. The work contributes to the development of tools for personal investment management, expanding the possibilities of independent financial planning. The described methods make it possible to evaluate the effectiveness of the use of neural networks in the construction and effective management of a portfolio of financial assets.

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Information system supporting dynamic diversification of investment financing

Cited by 4 publications

References 15 publications

Analysis of the «veterinary drugs» segment of the international stock market using IT

Analysis of the «veterinary drugs» segment of the international stock market using IT

Analysis of banking and currency risks using IT

Use of neural networks for investment analysis problems

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