title: Complex factor specificity in modeling medium- and high-frequency stock price in the media industry: examining the impact of information environment effects
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Ð¤Ð°ÐºÑÐ¾ÑÐ½Ð°Ñ ÑÐ¿ÐµÑÐ¸ÑÐ¸ÐºÐ° ÑÑÐµÐ´Ð½ÐµÐ³Ð¾ Ð¸ Ð²ÑÑÐ¾ÐºÐ¾ÑÐ°ÑÑÐ¾ÑÐ½Ð¾Ð³Ð¾ Ð¼Ð¾Ð´ÐµÐ»Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ ÑÐµÐ½Ñ Ð°ÐºÑÐ¸Ð¹ Ð¼ÐµÐ´Ð¸Ð°ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹: Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð²Ð¾Ð·Ð´ÐµÐ¹ÑÑÐ²Ð¸Ñ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ ÑÑÐµÐ´Ñ
Creators: name: ÐÐ°ÑÐ¸Ð½Ð¸Ð½Ð°, ÐÐ¾Ð»Ð¸Ð½Ð°
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Ð°ÑÐ¸Ð½Ð½Ð¾Ðµ Ð¾Ð±ÑÑÐµÐ½Ð¸Ðµ
stock price
topic modelling
information environment
media company
gradient boosting
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description: The purpose of the final qualification work is to explore company mid- and high-frequency stock price fluctuations based on the variations in external and internal factors and transformation of the information environment. To achieve this goal, the following tasks were set and solved: - study of the existing theoretical and methodological framework concerning affecting the company stock price, - collecting initial data and choosing methodological background of research, - modeling stock price of chosen media companies, - discussion of results and development of recommendations. The relevance of this study is underscored by the growing recognition that news sentiment and stock market dynamics are intertwined. As a result, models of mid- and high-frequency stock prices of media companies were created, for each of which significant groups of factors were selected on the basis of a literature review. As a result, models with satisfactory quality were obtained, a basic algorithm for decision-making using them was proposed, and recommendations for improving the models were developed. The scientific novelty of the study lies in expanding the theory on modelling mid- and high-frequency stock prices (particularly media companies). The explored relationships and developed models can be used by investors, traders, media companies and analysts.
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