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http://repository.hneu.edu.ua/handle/123456789/21952| Title: | Forecasting the stage of the stock market |
| Authors: | Chernova N. L. Filip S. |
| Keywords: | stock market model financial instrument price stage transition probabilities standard deviation |
| Issue Date: | 2019 |
| Citation: | Chernova N. Forecasting the stage of the stock market / N. Chernova, S. Filip // Инструментальные средства моделирования систем в информационной экономике / Под ред. докт. экон. наук, проф. В.С. Пономаренко, докт. экон. наук, проф. Т.С. Клебановой. – Х., ВШЭМ – ХНЭУ им. С. Кузнеца, 2019. |
| Abstract: | The main aim of the research is to construct a set of models that describe the changes in the state of the stock market according to the price movements of financial instruments. The models take in to account three core market types – bear market, flat market and bull market. Due to the fact that analyzed stocks are traded on the same market, the stage of the market is determined as weighted sum of the results obtained for individual models. |
| URI: | http://repository.hneu.edu.ua/handle/123456789/21952 |
| Appears in Collections: | Монографії (ЕКСА) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ChernovaNL_FORECASTING THE STAGE OF THE STOCK MARKET.pdf | 357,44 kB | Adobe PDF | View/Open |
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