title: Ð Ð°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° ÑÐ¸ÑÑÐµÐ¼Ñ ÐºÑÐ°ÑÐºÐ¾ÑÑÐ¾ÑÐ½Ð¾Ð³Ð¾ ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð¿ÑÐ¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ð¸ Ð½Ð° ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð¼ ÑÑÐ½ÐºÐµ Ñ Ð¿ÑÐ¸Ð¼ÐµÐ½ÐµÐ½Ð¸ÐµÐ¼ Ð°Ð¿Ð¿Ð°ÑÐ°ÑÐ° ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½Ð¾Ð·Ð½Ð°ÑÐ½Ð¾Ð¹ ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÐºÐ¸
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Development of a system of short-term economic forecasting when investing in the stock market using apparatus of complex-valued economy
Creators: name: ÐÐ¾Ð»ÑÑÐµÐ², ÐÐ²Ð³ÐµÐ½Ð¸Ð¹
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2021
Subjects: ÐºÑÐ°ÑÐºÐ¾ÑÑÐ¾ÑÐ½Ð¾Ðµ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ
ÑÐ¾Ð½Ð´Ð¾Ð²ÑÐ¹ ÑÑÐ½Ð¾Ðº
ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ°Ñ Ð±Ð¸ÑÐ¶Ð°
Ð¾ÑÑÐ°ÑÐ»ÐµÐ²ÑÐµ Ð¸Ð½Ð´ÐµÐºÑÑ
ÑÐµÑ Ð½Ð¸ÑÐµÑÐºÐ¸Ð¹ Ð°Ð½Ð°Ð»Ð¸Ð·
Ð²ÐµÐºÑÐ¾ÑÐ½Ð°Ñ Ð°Ð²ÑÐ¾ÑÐµÐ³ÑÐµÑÑÐ¸Ñ
ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½Ð¾Ð·Ð½Ð°ÑÐ½Ð°Ñ Ð°Ð²ÑÐ¾ÑÐµÐ³ÑÐµÑÑÐ¸Ñ
short-term forecasting
stock market
Moscow exchange
sector indices
technical analysis
vector autoregressive
complex-valued autoregressive

description: Ð¦ÐµÐ»Ñ ÑÐ°Ð±Ð¾ÑÑ â ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° ÑÐ¸ÑÑÐµÐ¼Ñ ÐºÑÐ°ÑÐºÐ¾ÑÑÐ¾ÑÐ½Ð¾Ð³Ð¾ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð´Ð»Ñ Ð¾ÑÑÐ°ÑÐ»ÐµÐ²ÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ¾Ð² Ð½Ð° Ð¾ÑÐ½Ð¾Ð²Ðµ ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½Ð¾Ð·Ð½Ð°ÑÐ½Ð¾Ð¹ Ð°Ð²ÑÐ¾ÑÐµÐ³ÑÐµÑÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ Ð¼Ð¾Ð´ÐµÐ»Ð¸. ÐÐ°Ð´Ð°ÑÐ¸ ÑÐ°Ð±Ð¾ÑÑ: - ÐÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¸Ðµ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÑÐ¾ÑÑÐ¾ÑÐ½Ð¸Ñ ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ°; - Ð¾ÑÐµÐ½ÐºÐ° Ð²Ð»Ð¸ÑÐ½Ð¸Ñ ÑÐ¸ÑÑÐ¾Ð²Ð¾Ð¹ ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÐºÐ¸ Ð½Ð° ÑÑÐ½Ð¾Ðº; - Ð¾Ð¿Ð¸ÑÐ°Ð½Ð¸Ðµ Ð²Ð¸Ð´Ð¾Ð² Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÐºÐ¾Ð½ÑÑÐ½ÐºÑÑÑÑ ÑÑÐ½ÐºÐ°; - Ð¾Ð¿Ð¸ÑÐ°Ð½Ð¸Ðµ ÑÐ²Ð¾Ð¹ÑÑÐ² ÑÐ¾Ð²ÑÐµÐ¼ÐµÐ½Ð½ÑÑ Ð¼Ð¾Ð´ÐµÐ»ÐµÐ¹ ÐºÑÐ°ÑÐºÐ¾ÑÑÐ¾ÑÐ½Ð¾Ð³Ð¾ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð¸ Ð¸Ñ ÑÑÐ°Ð²Ð½ÐµÐ½Ð¸Ðµ; - Ð²ÑÐ±Ð¾Ñ Ð½Ð°Ð¸Ð±Ð¾Ð»ÐµÐµ ÑÐ¾ÑÐ½Ð¾Ð¹ Ð¼Ð¾Ð´ÐµÐ»Ð¸ Ð½Ð° Ð¾ÑÐ½Ð¾Ð²Ðµ Ð¿Ð¾ÐºÐ°Ð·Ð°ÑÐµÐ»ÐµÐ¹ Ð¡ÐÐ Ð¸ BIC; - Ð°Ð½Ð°Ð»Ð¸Ð· Ð¾ÑÑÐ°ÑÐ»ÐµÐ²ÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ¾Ð² ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ ÐÐ¸ÑÐ¶Ð¸ Ð¸ Ð¸Ñ Ð²Ð·Ð°Ð¸Ð¼Ð½Ð¾Ð³Ð¾ Ð²Ð»Ð¸ÑÐ½Ð¸Ñ; - Ð¿Ð¾ÑÑÐ°Ð½Ð¾Ð²ÐºÐ° Ð·Ð°Ð´Ð°ÑÐ¸ Ð½Ð° ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÑ ÑÐ¸ÑÑÐµÐ¼Ñ; - Ð¾ÑÐµÐ½ÐºÐ° Ð¿ÑÐµÐ¸Ð¼ÑÑÐµÑÑÐ² ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½Ð¾Ð·Ð½Ð°ÑÐ½Ð¾Ð¹ Ð¼Ð¾Ð´ÐµÐ»Ð¸. ÐÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð½ÑÐµ Ð¼ÐµÑÐ¾Ð´Ñ: Ð¿Ð¾Ð¸ÑÐº Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¸, ÑÑÐ°Ð²Ð½Ð¸ÑÐµÐ»ÑÐ½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð·, Ð¼Ð°ÑÐµÐ¼Ð°ÑÐ¸ÑÐµÑÐºÐ¾Ðµ Ð¼Ð¾Ð´ÐµÐ»Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ. Ð ÐµÐ·ÑÐ»ÑÑÐ°ÑÑ ÑÐ°Ð±Ð¾ÑÑ: - ÐÑÐ¾Ð²ÐµÐ´ÐµÐ½ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ°; - Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÐ¾Ð²ÑÐµÐ¼ÐµÐ½Ð½ÑÑ Ð¼Ð¾Ð´ÐµÐ»ÐµÐ¹ ÐºÑÐ°ÑÐºÐ¾ÑÑÐ¾ÑÐ½Ð¾Ð³Ð¾ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ; - Ð¿Ð¾Ð´Ð¾Ð±ÑÐ°Ð½Ñ Ð¼Ð¾Ð´ÐµÐ»Ð¸ Ð¾Ð¿ÑÐ¸Ð¼Ð°Ð»ÑÐ½Ð¾Ð¹ ÑÐ»Ð¾Ð¶Ð½Ð¾ÑÑÐ¸; - Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½ Ð°Ð½Ð°Ð»Ð¸Ð· Ð¾ÑÑÐ°ÑÐ»ÐµÐ²ÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ¾Ð²; - ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°Ð½Ð° ÑÐ¸ÑÑÐµÐ¼Ð° ÐºÑÐ°ÑÐºÐ¾ÑÑÐ¾ÑÐ½Ð¾Ð³Ð¾ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ.
description: The aim of the graduate qualification work is to develop a system of short-term economic forecasting of sector indices based on complex-valued autoregressive. Tasks of the graduate qualification work: - Analysis of the state of the stock market; - assessment of the impact of the digital economy on the market; - description of the types of analysis market conditionsâ analysis; - description of modern models of short-term forecasting and their comparison; - selection of the most accurate model based on RMS and BIC indicators; - analysis of the sector indices of the Moscow Exchange and their mutual influence; - setting a task for the development of a system; - assessment of the advantages of a complex-valued model. Methods: information search, comparative analysis, mathematical modeling. The main results of the graduate qualification work: - The analysis of the stock market; - analysis of modern models of short-term forecasting; - selected models of optimal complexity; - analysis of industry indices; - system of short-term forecasting of sector indices.