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IJSC

Predictive Autoregressive Models of the Russian Stock Market Using Macroeconomic Variables - Pages 2439-2449

N.G. Bagautdinova, E.I. Kadochnikova and A.N. Bakirova

DOI: https://doi.org/10.6000/1929-4409.2020.09.296

Published: 30 December 2020


Abstract: This article evaluates the relationship of macroeconomic variables of the domestic market with the stock index on the example of the Moscow exchange and selects forecast specifications based on an integrated auto regression model - the moving average. The methods that have been used are included in integrated auto regression-moving average model with exogenous variables and seasonal component, Box&Jenkins approach, auto-arima in R function, Hyndman & Athanasopoulos approach, and maximum likelihood method. The results demonstrate that the inclusion of external regressors in the one-dimensional ARIMAX model improves its predictive characteristics. Time series of macro-indicators of the domestic market – the consumer price index, the index of the output of goods and services for basic activities are not interrelated with the index of the Moscow exchange, with the exception of the dollar exchange rate. The positive correlation between the Moscow exchange index and macro indicators of the world economy - the S&P stock index, the price of Brent oil, was confirmed. In models with minimal AIC, a rare presence of the MA component was found, which shows that the prevailing dependence of the stock market yield on previous values of the yield (AR component) and thus, better predictability of the yield. It has shown that for stock market forecasting, "manual" selection of the ARIMA model type can give better results (minimum AIC and minimum RMSE) than the built-in auto.arima algorithm in R. It is shown that from a practical point of view, when selecting forecast models, the RMSE criterion is more useful for investors, which measures the standard error of the forecast in points of the stock index.

Keywords: Macroeconomics, stock market, autoregression model, forecast error.

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IJSC

Predictors of Release from Guantánamo Bay and Detainee Recidivism
Pages 453-468
Susan Fahey

DOI: http://dx.doi.org/10.6000/1929-4409.2013.02.41

Published: 30 October 2013

Open Access 


Abstract: Exploring Reports of Recidivism by Guantánamo Bay Releasees. The purpose of this research is to examine what is known about recidivism by Guantánamo Bay releasees. Government reports suggest that approximately 27 percent of these releasees have returned to the battlefield while reporting in the open source media identifies the recidivism rate as nearly 9 percent. Deterrence, labeling and defiance theories were applied to explain their recidivism, and The New York Times’ Guantánamo Docket document release was used to code the 779 detainees on whether they were released, their nationality, age, time since release, risk level, intelligence value and other relevant domains. The recidivism data were obtained from the New America Foundation. These datasets were used to model the predictors of release from Guantánamo Bay and the predictors of recidivism for those who were released. Risk level, intelligence value, membership in multiple groups, and being of Yemeni nationality all statistically significantly affected the likelihood of release. However, only time since release predicted recidivism. It is likely that the proportion of detainees identified as recidivists will increase over time, as time to offend and be discovered increases, and as higher-risk detainees are released as part of the Obama Administration’s attempts to empty the island prison.

Keywords: Recidivism, terrorism, Guantánamo Bay.
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IJSC

Prerequisites for Process Management Implementation in the Public Administration of Ukraine - Pages 2825-2833

Svitlana Khadzhyradieva, Tatyana Docsenko, Maya Sitsinska, Yurii Baiun and Yuliia Pukir

DOI: https://doi.org/10.6000/1929-4409.2020.09.346

Published: 31 December 2020


Abstract: The main objective of the study is to analyse the prerequisites for the implementation of process management in public administration of Ukraine. In the process of identifying the presence of certain prerequisites in modern Ukrainian realities, methods of analysis of economic statistics and international indices that determine the level of technological and economic development of the country, as well as readiness to use information and communication technologies have been used. It has been determined that the evolution of management systems is derived from the development of managed objects. Therefore, the development of technologies as a way to transform matter, energy and information is the main determinant of the quality characteristics of management systems. It has been proved that given the global openness of the national economy and in a situation of insufficient technological level, there are opportunities for catch-up development in Ukraine, based on the introduction of digitalization technologies, which are used mainly in the sphere of services – financial, educational, public, etc. As a result, the introduction of information technologies will facilitate the transition to new rules for companies, organizations and government agencies. Taking this into account, there is an urgent opportunity in Ukraine to introduce process management tools and improve the efficiency of public administration and local self-government systems. However, changing the management system, in addition to process modelling and optimization, will require the transformation of cognitive models of civil servants as a sufficient condition for the effectiveness of the implemented system.

Keywords: Public administration, management system, technological structure, industrial revolution, digitalization.

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IJSC

Predictors of Release from Guantánamo Bay and Detainee Recidivism
Pages 453-468
Susan Fahey

DOI: http://dx.doi.org/10.6000/1929-4409.2013.02.41

Published: 30 October 2013

Open Access 


Abstract: Exploring Reports of Recidivism by Guantánamo Bay Releasees. The purpose of this research is to examine what is known about recidivism by Guantánamo Bay releasees. Government reports suggest that approximately 27 percent of these releasees have returned to the battlefield while reporting in the open source media identifies the recidivism rate as nearly 9 percent. Deterrence, labeling and defiance theories were applied to explain their recidivism, and The New York Times’ Guantánamo Docket document release was used to code the 779 detainees on whether they were released, their nationality, age, time since release, risk level, intelligence value and other relevant domains. The recidivism data were obtained from the New America Foundation. These datasets were used to model the predictors of release from Guantánamo Bay and the predictors of recidivism for those who were released. Risk level, intelligence value, membership in multiple groups, and being of Yemeni nationality all statistically significantly affected the likelihood of release. However, only time since release predicted recidivism. It is likely that the proportion of detainees identified as recidivists will increase over time, as time to offend and be discovered increases, and as higher-risk detainees are released as part of the Obama Administration’s attempts to empty the island prison.

Keywords: Recidivism, terrorism, Guantánamo Bay.
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IJSC

Pressing Issues of Unlawful Application of Artificial Intelligence - Pages 1054-1057

Alexandra Yuryevna Bokovnya, Ildar Rustamovich Begishev, Zarina Ilduzovna Khisamova, Igor Izmailovich Bikeev, Elina Leonidovna Sidorenko and Diana Davletovna Bersei

DOI: https://doi.org/10.6000/1929-4409.2020.09.119

Published: 09 November 2020


Abstract: The article discusses the problematic aspects of the implementation and application of artificial intelligence technology at the present stage of its development. The authors provide definitions of this technology, with its essential properties revealed based on their analysis. Criminological forecasting helps identify groups of crimes most likely to be committed through the use of artificial intelligence. The authors believe that at present there are not sufficient grounds for distancing ourselves from the issue of the subject of criminal liability in case of damage to public relations directly by the AI, but there are no circumstances due to which its resolution would not be delayed. The system of criminal law relations must be built based on scientifically developed provisions. The problems of criminal legal regulation, in terms of the impossibility of criminalizing and penalizing socially dangerous acts committed by artificial intelligence, are revealed. The legislator is asked to develop and adopt legal acts regulating the creation, operation, and use of artificial intelligence.

Keywords: Artificial intelligence, intelligent systems, criminological risk, criminology, responsibility, legal regulation, subject of crime, criminal liability, criminal law, technological singularity.

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