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Testing the sustainability of growth of the LJSEX in the January 2000 to May 2010 period
Aleš Ahčan, 2011, original scientific article

Abstract: In this paper we analyse the behaviour of the LJSEX, the main index of the Ljubljana Stock Exchange, in the period from January 2000 till May 2010. More precisely, we test for the presence of bubbles and antibubbles and try to determine whether or not a bubble could have been predicted (both the formation and the date of the bubble burst). Second, we also employ techniques used to model antibubbles to forecast the future behaviour of the LJSE index. Besides modelling index dynamics for the aforementioned period, we also seek to determine the factors that led to the bubble forming and later bursting. We find that the bubble could have been forecasted at least several months in advance. On the other hand, a very precise date of the crash seems harder to identify. By more closely analysing the interplay between interest rates, credit activity and the LJSEX, we conclude that there is a clear connection between decreasing interest rates, increased credit activity and the formation of a stock bubble. If there is a clear correlation between the early phase of a bubble and increased credit activity of the banking sector, the link between the end of the bubble and the restriction of credit activity is less pronounced. By fitting the extended antibubble model from (Johansen 1999a) we obtain the values of parameters that give us some indication of the future behaviour of the LJSEX. Based on these results we conclude that in the next few years we are likely to experience a period of increased volatility with no clear increasing or decreasing growth pattern.
Keywords: exchange, interest rate, business mathematics, calculations, models
Published: 22.01.2018; Views: 228; Downloads: 143
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Solution of the problem of critical path’s finding in Excel on the basis of reducing it to ordinary transportation task
Mimo Drašković, Ludmila Malyaretz, Oleksandr Dorokhov, 2016, independent scientific component part or a chapter in a monograph

Abstract: The problem of determining the critical path for the scheduling tasks has been considered. An original technique for practical calculations using the available Solver add-on in Excel has been described. The proposed approach is based on reducing the task to solving the ordinary transportation problem, in particular to the problem of finding the longest path. Examples of solutions with the test input data and corresponding screenshots are given. The practical steps of the user’s action in the process of direct solution in Excel are consistently described. The analysis of the results of the proposed method has been performed and presented. It is established that presented method for calculating the critical path requires minimal efforts from the users, regardless of the dimension of the tasks.
Keywords: task scheduling, transportation tasks, calculations, critical path, Excel, Solver, software tools
Published: 09.05.2018; Views: 131; Downloads: 35
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