开发数字金融资产管理方法的各个方面

IF 7.6 1区 经济学 Q1 ECONOMICS
A. Y. Proskuryakov
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The object of the study is the dynamics of value indicators of the market of digital financial assets and digital currencies. The subject of the study is methods, models and algorithms for automated monitoring and management of digital financial assets and cryptocurrencies. The methodological basis of the research is formed by blockchain technologies, modeling and mathematical statistics methods, artificial intelligence methods. The statistical information base of the research is formed on the basis of the history of Tradingview’s value quotations from international trading exchanges of digital currencies, as well as by Coinmarketcap and Coingecko cryptoasset market integrators. Problems of modeling processes in economic systems are considered, the problem of optimal control is defined. A critical analysis of the state in the tasks of economic modeling is carried out, taking into account the uncertainty caused by social and psychological reasons.Results. The proposed methodology offers a comprehensive solution to the problem of managing digital financial assets and other financial instruments based on blockchain technology. Digital currencies act as the management object of the proposed methodology, the initial information is a vector of parameters that determine the sensitivity of the system to the perturbing influences of the external environment and the requirements for the expected management results. In accordance with the scientific novelty of the research and methodology, a set of interrelated research stages is formed, consisting of an ordered cascade of methods, models and algorithms that perform preliminary analysis, processing and forecasting of financial time series of value indicators.Conclusion. New blockchain technologies and the emergence of Chat GPT (generative pre-trained transformer) pose new challenges to society, which hopes to utilize such solutions, including for economic tasks. 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引用次数: 0

摘要

该研究的目的是强调形成管理加密货币交易操作的系统设计方法所必需的关键方面。设计数字资产管理系统的方法定义了一套规则,用于使用构建系统所需的方法、模型和算法,以解决管理数字经济资产交易操作的复杂问题。为此,研究了数字投资和金融资产定价的动态和趋势,以确定加密货币的特殊性和特定模式,同时考虑到动态加密资产市场条件下发行的数学模型,持续运作并形成周期性和波浪结构。材料和方法。研究的对象是数字金融资产和数字货币市场的价值指标动态。该研究的主题是自动监控和管理数字金融资产和加密货币的方法、模型和算法。研究的方法论基础是通过区块链技术、建模和数理统计方法、人工智能方法形成的。本研究的统计信息库是在Tradingview从国际数字货币交易交易所以及Coinmarketcap和Coingecko加密资产市场集成商的价值报价历史的基础上形成的。考虑了经济系统中过程的建模问题,定义了最优控制问题。考虑到社会和心理原因造成的不确定性,对经济建模任务中的状态进行了批判性分析。提出的方法为基于区块链技术管理数字金融资产和其他金融工具的问题提供了全面的解决方案。数字货币作为所提出方法的管理对象,初始信息是参数向量,这些参数决定了系统对外部环境干扰影响的敏感性以及对预期管理结果的要求。根据研究的科学新颖性和方法,形成了一套相互关联的研究阶段,由一系列有序的方法、模型和算法组成,对价值指标的金融时间序列进行初步分析、处理和预测。新的区块链技术和Chat GPT(生成式预训练变压器)的出现给社会带来了新的挑战,社会希望利用这些解决方案,包括经济任务。在无预测方法和人工神经网络的帮助下,可以设计软件系统,从而可以在自动和自动化的交易执行模式下以最佳风险提高交易操作的效率。提出的管理方法,辅以时间序列的辅助智能分析和综合决策方法的应用,允许管理基于区块链技术的数字货币新资产类别的投资组合。考虑到数字货币与数字金融资产的技术相似性,也可以将该方法用于创建数字金融资产管理系统。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Aspects of Developing A Methodology for Managing Digital Financial Assets
The purpose of the study is to highlight the key aspects necessary for the formation of a methodology for designing systems for managing trading operations over cryptocurrencies. The methodology of designing digital asset management systems defines a set of rules for using methods, models and algorithms required to build systems that solve the complex problem of managing trading operations over digital economy assets. For this purpose, the dynamics and trends of pricing of digital investment and financial assets are investigated to identify the peculiarities and specific patterns of cryptocurrency, taking into account the mathematical model of issuance in the conditions of a dynamic crypto-asset market, functioning continuously and forming cyclicality and wave structures.Materials and methods. The object of the study is the dynamics of value indicators of the market of digital financial assets and digital currencies. The subject of the study is methods, models and algorithms for automated monitoring and management of digital financial assets and cryptocurrencies. The methodological basis of the research is formed by blockchain technologies, modeling and mathematical statistics methods, artificial intelligence methods. The statistical information base of the research is formed on the basis of the history of Tradingview’s value quotations from international trading exchanges of digital currencies, as well as by Coinmarketcap and Coingecko cryptoasset market integrators. Problems of modeling processes in economic systems are considered, the problem of optimal control is defined. A critical analysis of the state in the tasks of economic modeling is carried out, taking into account the uncertainty caused by social and psychological reasons.Results. The proposed methodology offers a comprehensive solution to the problem of managing digital financial assets and other financial instruments based on blockchain technology. Digital currencies act as the management object of the proposed methodology, the initial information is a vector of parameters that determine the sensitivity of the system to the perturbing influences of the external environment and the requirements for the expected management results. In accordance with the scientific novelty of the research and methodology, a set of interrelated research stages is formed, consisting of an ordered cascade of methods, models and algorithms that perform preliminary analysis, processing and forecasting of financial time series of value indicators.Conclusion. New blockchain technologies and the emergence of Chat GPT (generative pre-trained transformer) pose new challenges to society, which hopes to utilize such solutions, including for economic tasks. With the help of prediction-free methods and artificial neural networks it is possible to design software systems, thanks to which it is possible to increase the efficiency of trading operations at optimal risks in automatic and automated mode of trade execution. The proposed methodology of management with auxiliary intellectual analysis of time series and application of combined method of decision-making allows managing the portfolio of a new asset class of digital currencies based on blockchain technologies. Taking into account the technical similarity of digital currencies with digital financial assets, it is possible to use the methodology also for the creation of digital financial asset management systems.
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来源期刊
CiteScore
8.50
自引率
0.00%
发文量
175
期刊介绍: The Review of Economics and Statistics is a 100-year-old general journal of applied (especially quantitative) economics. Edited at the Harvard Kennedy School, the Review has published some of the most important articles in empirical economics.
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