Forecasting the stage of the stock market

dc.contributor.author	Chernova N. L.
dc.contributor.author	Filip S.
dc.description.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.
dc.identifier.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.
dc.identifier.uri	http://repository.hneu.edu.ua/handle/123456789/21952
dc.language.iso	en
dc.subject	stock market
dc.subject	model
dc.subject	financial instrument
dc.subject	price
dc.subject	stage
dc.subject	transition probabilities
dc.subject	standard deviation
dc.title	Forecasting the stage of the stock market
dc.type	Book chapter

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