2020/04/02 by Bohdan M. Pavlyshenko, Pavlyshenko, Bohdan M.
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #COVID-19 Pandemic Impacts #COVID-19 epidemiological studies #Economic and Technological Systems Analysis #FOS: Economics and business #Statistical Finance (q-fin.ST)
paper · pdf · doi:10.48550/arxiv.2004.01489
openalex publication_date 2020/04/02 · openalex created_date 2022/07/26 · openalex updated_date 2026/07/28
The paper studies different regression approaches for modeling COVID-19 spread and its impact on the stock market. The logistic curve model was used with Bayesian regression for predictive analytics of the coronavirus spread. The impact of COVID-19 was studied using regression approach and compared to other crises influence. In practical analytics, it is important to find the maximum of coronavirus cases per day, this point means the estimated half time of coronavirus spread in the region under investigation. The obtained results show that different crises with different reasons have different impact on the same stocks. It is important to analyze their impact separately. Bayesian inference makes it possible to analyze the uncertainty of crisis impacts.