Excel-oriented calculator for financial flows stability diagnostics under batch data processing by chebyshev polynomials

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Published: Dec 8, 2022
DOI: https://doi.org/10.20998/2522-9052.2022.4.05
Keywords:
Chebyshev regression polynomials, data packet, data flow, decibels, decilogs, relative error chain decilog

Main Article Content

Svitlana Gadetska
Kharkiv National Automobile and Highway University, Kharkiv
Valeriy Dubnitskiy
“Karazin Banking Institute” of V.N. Karazin Kharkiv National University, Kharkiv
Alexander Khodyrev
Ivan Kozhedub Kharkiv National Air Force University, Kharkiv
Iryna Shkodina
V. N. Karazin Kharkiv National University, Kharkiv

Abstract

Purpose of work. Development of algorithms and software support of EXCEL-oriented methods for arraying of regression equations, using Chebyshev polynomials. Results. The work shows how aggravating geopolitical instability and effect of other pressure factors on the condition of economic systems in numerous countries leads to severe vulnerability of their financial systems. The result is slowing down of world economic growth, accelerated inflation pressure and business uncertainty. Under these circumstances the diagnostics of changes in directions, amounts, rates, regularity of business financial flows becomes quite important. Temporal variation of financial system influential parameters may be presented in the form of regression polynomials. In the present work Chebyshev polynomials were applied for their determination. This method was implemented in software products whose usage is limited by licensing restrictions. Therefore, the development of EXCEL-oriented software product applicable to formulation of regression equations using Chebyshev polynomials may be considered an urgent task. The work specifies calculation algorithms for Chebyshev regression polynomials up to fifth power inclusive, as well as transcribes block diagrams of their implementing algorithms. The determination of data packet, its index and data flows are also described. In order to compare the quality of Chebyshev polynomials in different powers a concept was introduced of relative error chain decilog. The work assumes that any discrepancy between indices of two adjacent flows means violation of process stability. The moment of stability violation corresponds to the highest number in pair of packets. Algorithm block diagram and numerical application example of our proposed method are shown.

Article Details

How to Cite
Gadetska , S. ., Dubnitskiy , V. ., Khodyrev , A. ., & Shkodina, I. . (2022). Excel-oriented calculator for financial flows stability diagnostics under batch data processing by chebyshev polynomials . Advanced Information Systems, 6(4), 30–44. https://doi.org/10.20998/2522-9052.2022.4.05
Issue
Vol. 6 No. 4 (2022): Advanced Information Systems
Section
Methods of information systems synthesis
Author Biographies

Svitlana Gadetska , Kharkiv National Automobile and Highway University, Kharkiv

PhD in Physics and Mathematics, Associate Professor, Associate Professor of Department of Higher Mathematics

Valeriy Dubnitskiy , “Karazin Banking Institute” of V.N. Karazin Kharkiv National University, Kharkiv

PhD in Engineering, Senior Researcher, Senior Research

Alexander Khodyrev , Ivan Kozhedub Kharkiv National Air Force University, Kharkiv

Candidate of Technical Sciences Associate Professor, Senior Lecturer Civil Aviation Institute

Iryna Shkodina, V. N. Karazin Kharkiv National University, Kharkiv

Doctor of Science in Economics, Professor (Full), professor of International Business and Economic Theory Department

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