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MODELING OF DYNAMICS OF THE RUSSIAN STOCK MARKET: MACROECONOMIC PARAMETERS AND THE MARKET'S LONG-TERM MEMORY LENGTH FACTORстатья
- Авторы: Egorova N.Е., Bahtizin A.R., Torzhevsky K.A.
- Журнал: Экономика и предпринимательство
- Год издания: 2009
- Первая страница: 34
- Последняя страница: 40
- Аннотация: Research on Russian stock market's dynamic characteristics and set of tools for its successful forecast is based on both fundamental and technical analysis. RTSI dynamics is considered dependent on macroeconomic indicators (GDP growth, oil prices, etc) and on market's inertia (so-called market's memory). Trend patterns of combined dynamic indicators are revealed through methods of technical, econometric analysis and neural networks modeling. Work is executed at support of the grant of the Russian Fund Fundamental Research, the project № 08-06-00163.
- Добавил в систему: Егорова Наталья Евгеньевна