Nikita Lysenok

Nikita Lysenok

© 2024 Инвестиционный клуб SDF Solutions

Индекс БРИКС 100+. Кластерный метод в определении отраслевых лидеров.

Фондовый индекс БРИКС 100+. Кластерный метод в определении отраслевых лидеров.

Я рад поделиться своим опытом участия в конференции «Чтения по экономике и финансам памяти Е.Г. Ясина», организованной Национальным исследовательским университетом «Высшая школа экономики». Конференция проходила с 23 по 26 апреля 2024 года в Москве и собрала экспертов со всего мира для обсуждения актуальных вопросов в области экономики и финансов.

В рамках конференции я представил исследование, посвященное разработке нового алгоритма для расчета фондового индекса БРИКС 100+. Этот индекс включает в себя акции лидирующих компаний из различных отраслей стран-участников БРИКС, а также из ОАЭ, Ирана, Египта и Эфиопии. Инновационность данного подхода заключается в использовании метода кластеризации для определения отраслевых лидеров в каждой из стран, что позволяет адаптировать методологию под любые изменения в составе участников.

Особенностью моего доклада стало представление первой методологии расчета фондового индекса для анклава БРИКС, которая может адаптироваться под изменения состава участников. Это открывает новые возможности для инвесторов и аналитиков для более глубокого понимания и анализа динамики развивающихся рынков.

Благодарю организаторов конференции за возможность поделиться своими наработками и обсудить их с коллегами из разных стран. Это был невероятно плодотворный опыт, и я надеюсь, что мое исследование принесет пользу научному сообществу и поможет в развитии новых подходов в создании фондовых индексов

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