رؤية استشرافية لتطوير أسواق الأوراق المالية العربية وحمايتها من تداعيات الأزمات المالية العالمية = Forward-Looking Vision to Protect the Arab Stock Markets from the Repercussions of Global Financial and Economic Crises

Author(s):  
محمد الهاشمي حجاج ◽  
مسعود صديقي
2019 ◽  
Vol 18 (04) ◽  
pp. 1950026 ◽  
Author(s):  
Ningning Zhang ◽  
Yupeng Sun ◽  
Yongbo Zhang ◽  
Pengbo Yang ◽  
Aijing Lin ◽  
...  

Permutation entropy (PE) is evolved as an important way to reveal the intrinsic characteristics of complex systems. While PE does not consider that the amplitudes of identical order sequences might be different, weighted permutation entropy (WPE), the extended technique, weighs each vector to alleviate this problem. Furthermore, experimental investigation shows that symbolizing the time series contributes to detecting sudden dynamical changes. As an exemplary measure, we study weighted symbolic permutation entropy (WSPE) which is a combination of WPE and threshold-dependent symbolic entropy to mount the intrinsic information of four stock indices from China and America stock markets, and six sector indices of banking, aviation industry and pharmacy from China stock markets. One thing needs to be especially pointed out is that symbolic method we use in this work is not the most common method which divides time series into some small bins, but a two-step process, including symbolic process and coding process. The statistical analysis in stock indices shows that WSPE method is capable of distinguishing stock indices and detecting economic crises.


2012 ◽  
pp. 4-32
Author(s):  
I. Borisova ◽  
B. Zamaraev ◽  
A. Kiyutsevskaya ◽  
A. Nazarova ◽  
E. Sukhanov

Conditions and features of the Russian economy development in 2011 are considered in the article. Having caused unprecedented outflow of the capital abroad, rising tension and turbulence on the world financial and stock markets have not broken off recovery of the Russian economy. Crisis recession was overcome. Record-breaking low inflation, rapid credit restoration and active government adjustment neutralized negative effects of the external tension and supported economic growth, having encouraged consumer and investment demand.


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