Forecasting the stage of the stock market

Chernova N. L.; Filip S.

Please use this identifier to cite or link to this item: https://repository.hneu.edu.ua/handle/123456789/21952

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DC Field	Value	Language
dc.contributor.author	Chernova N. L.	-
dc.contributor.author	Filip S.	-
dc.date.accessioned	2019-10-29T10:51:03Z	-
dc.date.available	2019-10-29T10:51:03Z	-
dc.date.issued	2019	-
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.	ru_RU
dc.identifier.uri	http://repository.hneu.edu.ua/handle/123456789/21952	-
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.	ru_RU
dc.language.iso	en	ru_RU
dc.subject	stock market	ru_RU
dc.subject	model	ru_RU
dc.subject	financial instrument	ru_RU
dc.subject	price	ru_RU
dc.subject	stage	ru_RU
dc.subject	transition probabilities	ru_RU
dc.subject	standard deviation	ru_RU
dc.title	Forecasting the stage of the stock market	ru_RU
dc.type	Book chapter	ru_RU
Appears in Collections:	Монографії (ЕКСА)

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