title: ÐÑÑÐ²Ð»ÐµÐ½Ð¸Ðµ ÑÐ°ÐºÑÐ¾ÑÐ¾Ð², Ð²Ð»Ð¸ÑÑÑÐ¸Ñ Ð½Ð° Ð´Ð¾Ñ Ð¾Ð´Ð½Ð¾ÑÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ° ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ ÐÐ¸ÑÐ¶Ð¸
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: Identification of factors affecting the profitability of the Moscow Stock Exchange index
Creators: name: ÐÐ¸ÑÑÐ·Ð¾Ð², ÐÐ¸ÑÐ°Ð»Ð¸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: 2024
Subjects: Ð´Ð¾Ñ Ð¾Ð´Ð½Ð¾ÑÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ°
ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ°Ñ Ð±Ð¸ÑÐ¶Ð°
Ð¼ÐµÑÐ¾Ð´Ñ Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ
Ð¼Ð°ÐºÑÐ¾ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÑÐµÑÐºÐ¸Ðµ ÑÐ°ÐºÑÐ¾ÑÑ
ÑÐºÐ¾Ð½Ð¾Ð¼ÐµÑÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð¼Ð¾Ð´ÐµÐ»Ð¸
index profitability
Moscow stock exchange
machine learning methods
macroeconomic factors
econometric models

description: ÐÐµ ÑÐµÐ»ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ Ð²ÑÑÐ²Ð¸ÑÑ ÑÐ°ÐºÑÐ¾ÑÑ, Ð²Ð»Ð¸ÑÑÑÐ¸Ðµ Ð½Ð° ÐºÐ¾ÑÐ¸ÑÐ¾Ð²ÐºÐ¸ Ð¸Ð½Ð´ÐµÐºÑÐ° IMOEX, Ð¸ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°ÑÑ Ð¼ÐµÑÐ¾Ð´Ñ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ ÐµÐ³Ð¾ Ð·Ð½Ð°ÑÐµÐ½Ð¸Ð¹ Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ð¸ ÑÐºÐ¾Ð½Ð¾Ð¼ÐµÑÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð¼Ð¾Ð´ÐµÐ»ÐµÐ¹. Ð ÑÐ¾Ð´Ðµ ÑÐ°Ð±Ð¾ÑÑ Ð½Ð°Ð´ ÑÐ°Ð±Ð¾ÑÐ¾Ð¹ Ð±ÑÐ»Ð¸ ÑÐµÑÐµÐ½Ñ ÑÐ»ÐµÐ´ÑÑÑÐ¸Ðµ Ð·Ð°Ð´Ð°ÑÐ¸: 1. ÐÐ·ÑÑÐµÐ½Ð¸Ðµ ÑÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð°ÑÐ¿ÐµÐºÑÐ¾Ð² Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð¸Ð½Ð´ÐµÐºÑÐ° ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ ÐÐ¸ÑÐ¶Ð¸. 2. ÐÐ½Ð°Ð»Ð¸Ð· ÑÐ°ÐºÑÐ¾ÑÐ¾Ð², Ð²Ð»Ð¸ÑÑÑÐ¸Ñ Ð½Ð° Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ° ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ ÐÐ¸ÑÐ¶Ð¸. 3. ÐÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¸Ðµ ÑÑÐ°ÑÐ¸ÑÑÐ¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° Ð²Ð»Ð¸ÑÐ½Ð¸Ñ ÑÐ°Ð·Ð»Ð¸ÑÐ½ÑÑ ÑÐ°ÐºÑÐ¾ÑÐ¾Ð² Ð½Ð° Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ°. 4. ÐÐ°Ð½Ð° Ð¾ÑÐµÐ½ÐºÐ° Ð²Ð»Ð¸ÑÐ½Ð¸Ñ Ð¼Ð°ÐºÑÐ¾ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÑÐµÑÐºÐ¸Ñ Ð¿Ð¾ÐºÐ°Ð·Ð°ÑÐµÐ»ÐµÐ¹ Ð½Ð° Ð¸Ð½Ð´ÐµÐºÑ. 5. Ð Ð°ÑÑÐµÑ Ð¸Ð½Ð´ÐµÐºÑÐ° ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ ÐÐ¸ÑÐ¶Ð¸ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ð¸ ÑÐºÐ¾Ð½Ð¾Ð¼ÐµÑÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð¼Ð¾Ð´ÐµÐ»ÐµÐ¹. Ð ÑÑÐ»Ð¾Ð²Ð¸ÑÑ ÑÐ¾Ð²ÑÐµÐ¼ÐµÐ½Ð½Ð¾Ð¹ Ð³Ð»Ð¾Ð±Ð°Ð»ÑÐ½Ð¾Ð¹ ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÐºÐ¸ Ð¸Ð·ÑÑÐµÐ½Ð¸Ðµ ÑÐ°ÐºÑÐ¾ÑÐ¾Ð², Ð²Ð»Ð¸ÑÑÑÐ¸Ñ Ð½Ð° ÑÑÐ¾Ð¸Ð¼Ð¾ÑÑÑ Ð°ÐºÑÐ¸Ð²Ð¾Ð², Ð¿ÑÐ¸Ð¾Ð±ÑÐµÑÐ°ÐµÑ Ð¾ÑÐ¾Ð±ÑÑ Ð·Ð½Ð°ÑÐ¸Ð¼Ð¾ÑÑÑ, ÑÐ»ÐµÐ´Ð¾Ð²Ð°ÑÐµÐ»ÑÐ½Ð¾, Ð´Ð°Ð½Ð½Ð¾Ðµ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð°ÐºÑÑÐ°Ð»ÑÐ½Ð¾ Ð¸ ÐµÐ³Ð¾ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÑ Ð¸Ð¼ÐµÑÑ ÑÐ¸ÑÐ¾ÐºÑÑ ÑÑÐµÑÑ Ð¿ÑÐ¸Ð¼ÐµÐ½ÐµÐ½Ð¸Ñ. ÐÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¸Ðµ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÑÐ²Ð»ÑÐµÑÑÑ Ð²Ð°Ð¶Ð½ÑÐ¼ Ð´Ð»Ñ Ð¸Ð½Ð²ÐµÑÑÐ¾ÑÐ¾Ð², Ð°Ð½Ð°Ð»Ð¸ÑÐ¸ÐºÐ¾Ð² Ð¸ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹, ÑÑÑÐµÐ¼ÑÑÐ¸ÑÑÑ Ð¿Ð¾Ð½ÑÑÑ, ÐºÐ°ÐºÐ¸Ðµ ÑÐ°ÐºÑÐ¾ÑÑ Ð¼Ð¾Ð³ÑÑ Ð¿Ð¾Ð²Ð»Ð¸ÑÑÑ Ð½Ð° Ð¸Ñ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÐµ ÑÐµÑÐµÐ½Ð¸Ñ Ð¸ Ð±Ð¸Ð·Ð½ÐµÑ-Ð¿ÑÐ¾ÑÐµÑÑÑ. ÐÑÑÐ¾ÑÐ½Ð¸ÐºÐ°Ð¼Ð¸ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¸ Ð´Ð»Ñ ÑÐ°Ð±Ð¾ÑÑ ÑÑÐ°Ð»Ð¸ Ð¼ÐµÑÐ¾Ð´Ð¸ÑÐµÑÐºÐ¸Ðµ, Ð¸Ð½ÑÑÑÑÐºÑÐ¸Ð²Ð½ÑÐµ Ð¼Ð°ÑÐµÑÐ¸Ð°Ð»Ñ Ð¿Ð¾ ÑÐµÐ¼Ðµ, Ð¼Ð¾Ð½Ð¾Ð³ÑÐ°ÑÐ¸Ð¸, ÑÑÐµÐ±Ð½Ð¸ÐºÐ¸. ÐÐ½Ð°Ð»Ð¸Ð· Ð¸ Ð¾Ð±ÑÐ°Ð±Ð¾ÑÐºÐ° Ð´Ð°Ð½Ð½ÑÑ Ð¾ÑÑÑÐµÑÑÐ²Ð»ÑÐ»Ð°ÑÑ Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ Ð¿ÑÐ¾Ð³ÑÐ°Ð¼Ð¼Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÐµÑÐ¿ÐµÑÐµÐ½Ð¸Ñ KNIME. ÐÑÐµÐ½ÐºÐ° Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ Ð¿ÑÐ¸Ð²Ð»ÐµÐºÐ°ÑÐµÐ»ÑÐ½Ð¾ÑÑÐ¸ Ð¿ÑÐ¾ÐµÐºÑÐ° Ð¿ÑÐ¾Ð²Ð¾Ð´Ð¸Ð»Ð°ÑÑ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ Ð¿Ð°ÐºÐµÑÐ° MS Office (Excel). Ð¡Ð±Ð¾Ñ Ð´Ð°Ð½Ð½ÑÑ Ð¾ÑÑÑÐµÑÑÐ²Ð»ÑÐ»ÑÑ Ð² ÑÐ¸ÑÑÐ¾Ð²Ð¾Ð¹ ÑÑÐµÐ´Ðµ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ°Ð¼Ð¸ Ð¿Ð°ÑÑÐ¸Ð½Ð³Ð°, Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð½ÑÐ¼Ð¸ ÑÑÐµÐ´ÑÑÐ²Ð°Ð¼Ð¸ Python.
description: Its purpose is to identify the factors influencing the IMOEX index quotes and to develop methods for predicting its values using machine learning methods and econometric models.In the course of work on the work, the following tasks were solved: 1. Study of the theoretical aspects of the profitability of the Moscow Stock Exchange index. 2. Analysis of the factors affecting the profitability of the Moscow Stock Exchange index. 3. Conducting a statistical analysis of the impact of various factors on the profitability of the index. 4. An assessment of the impact of macroeconomic indicators on the index is given. 5. Calculation of the Moscow Stock Exchange index using machine learning methods and econometric models. In the conditions of the modern global economy, the study of factors affecting the value of assets is of particular importance, therefore, this study is relevant and its results have a wide scope of application. Conducting an analysis is important for investors, analysts and companies seeking to understand what factors may affect their investment decisions and business processes. The sources of information for the work were methodological, instructional materials on the topic, monographs, textbooks. The analysis and processing of the data was carried out using the KNIME software. The investment attractiveness of the project was assessed using the MS Office (Excel) package. Data collection was carried out in a digital environment by parsing tools, automated Python tools.