Use of Wavelet Analysis for Determining the Stability of the Banking System

  • Authors

    • Irina Jur'evna Fedorova
    • Renold Bogdanovich Rubinov
    • Alexander Valentinovich Berdysev
    • Lyudmila Ivanovna Ryabchenko
    • Sergey Sergeevich Matveevskii
    2018-08-13
    https://doi.org/10.14419/ijet.v7i3.15.18680
  • DThe possibility and feasibility of using wavelet analysis to disclose the stability of the banking system operation were justified in the article. The main stages of wavelet analysis for disclosing the stability of the banking system operation were defin

  • Abstract

    The possibility and feasibility of using wavelet analysis to disclose the stability of the banking system operation were justified in the article. The main stages of wavelet analysis for disclosing the stability of the banking system operation were defined.

     

  • References

    1. [1] Lavrushin O.I. (eds.) (2012). Bankovskaya sistema v sovremennoy ekonomike: uchebnoye posobiye [Banking system in the modern economy]: textbook, collective of authors, 2nd ed. Moscow: KNORUS, pp. 368.

      [2] Kruglova A. and Ushakova Yu. (2017). Vliyaniye politiki po ozdorovleniyu bankovskogo sektora na konkurentsiyu i ustoychivost razvitiya [Influence of the policy of the banking sector recovery on competition and sustainability of development]. Series of reports on economic research, No. 22. https://www.cbr.ru/Content/Document/File/16717/wp_22.pdf

      [3] Lavrushin O.I. and Mamonova I.D. (eds.) (2011). Otsenka finansovoy ustoychivosti kreditnoy organizatsii [Estimation of financial stability of the credit organization]: textbook, collective of authors, Moscow: KNORUS, pp. 304.

      [4] Ovchinnikova N.E. (2013). Ustoychivost bankovskoy sistemy Rossii: itogi krizisov i vozmozhnost adaptatsii k vneshnim vozdeystviyam [Stability of the Russian banking system: results of crises and possibility of adaptation to external influences]: Monograph. Orel, pp. 140.

      [5] Popova A.D. and Ezangina I.A. (2016). Metodicheskiye podkhody k otsenke konkurentosposobnosti regionalnogo kommercheskogo banka [Methodical approaches to assessing the competitiveness of a regional commercial bank]. Scientific yearbook,. 5-1 (19), pp. 192-197.

      [6] Gutierrez I. and Carmona, S. (1988). A fuzzy set approach to financial ratio analysis. European Journal of Operational Research, 36(1), pp. 78-84

      [7] Berezin A.A. and Finogeev A.G. (2016). Matematicheskoye modelirovaniye dinamiki izmeneniya bankovskikh pokazateley v protsesse evolyutsionnogo razvitiya organizatsionnogo polya [Mathematical modeling of changes in bank indicators during the evolutionary development of the organizational field]. Online journal "SCIENCE STUDIES", 8(1).

      [8] Dudin M.N., Ljasnikov N.V., Pankov S.V. and Sepiashvili E.N. (2013). Innovation foresight as a tool of competitive development of business entities. World Applied Sciences Journal, 26(8), pp. 1086-1089.

      [9] Dudin M.N. Lyasnikov N.V., Dzhurabaeva G. K. and Dzhurabaev K.T. (2015). Economic mathematical modeling of attributed costs of production in industrial enterprises. Modern Applied Science, 9(8), pp. 40-48.

      [10] McCoy, E.J. and Walden, A.T. (1996). Wavelet analysis and synthesis of stationary long-memory processes. Journal of Computational and Graphical Statistics, 5, pp. 26-56.

      [11] Delbeke, L. and Abry, P. (2000). Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion. Stochastic Processes and their Applications, 86(2), pp. 177-182.

      [12] Gao, H.-Ye. (1997). Choice of thresholds for wavelet shrinkage estimate of the spectrum. Time Series Analises, 18, pp. 231-251.

      [13] Mallat, S. and Hwang, W. N. (1992). Singularity detection and processing with wavelets. IEEE Transactions on Information Theory, 38(2), pp. 617-643.

      [14] Grinsted, A., Moore, J.C. and Jevrejeva, S. (2004). Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear processes in geophysics, 11(5/6), pp. 561–566.

  • Downloads

  • How to Cite

    Jur'evna Fedorova, I., Bogdanovich Rubinov, R., Valentinovich Berdysev, A., Ivanovna Ryabchenko, L., & Sergeevich Matveevskii, S. (2018). Use of Wavelet Analysis for Determining the Stability of the Banking System. International Journal of Engineering & Technology, 7(3.15), 237-239. https://doi.org/10.14419/ijet.v7i3.15.18680

    Received date: 2018-09-01

    Accepted date: 2018-09-01

    Published date: 2018-08-13