Modeling and forecasting of stock market processes

Main Article Content

Dmytro I. Uhryn
Artem O. Karachevtsev
Serhii F. Shevchuk
Andrii D. Uhryn

Abstract

Stock market valuation uses a variety of indicators, such as indices and ratings, to reflect its state and movement. For example, a stock exchange index reflects activity on a stock exchange and is calculated using specific formulas. The calculation of indices is based on statistical data on securities and helps to assess the risks of investments. These indices reflect market conditions. The methodology for forming stock indices includes four stages: sampling, weighting of shares, calculation of the average, and conversion to the index form. Two types of sampling are used: deterministic and floating-power sampling. The weighting coefficients are determined by the price criterion and market capitalization. The studied approaches to stock market modeling allow identifying functional dependencies in the data and developing forecasts. In particular, the methods of approximation and modeling by the Wiener process are allocated. Stock market forecasting using the multi-layer architecture of Long Short-Term Memory in the Keras library is investigated. The overall results confirm that an intelligent information system for automated trading decisions is effective, providing traders with competitive advantages and reducing risks.

Downloads

Download data is not yet available.

Article Details

Topics

Section

Information technologies in socio-economic, organisational and technical systems

Authors

Author Biographies

Dmytro I. Uhryn, Yuriy Fedkovych Chernivtsi National University. 2, Kotsyubynsky Str. Chernivtsi, 58002, Ukraine

Doctor of Engineering Sciences, Associate professor of Computer Science Department

Scopus Author ID: 57163746300

Artem O. Karachevtsev, Yuriy Fedkovych Chernivtsi National University. 2, Kotsyubynsky Str. Chernivtsi, 58002, Ukraine

PhD in Optics and Laser Physics, Assistant of Computer Science Department 

Scopus Author ID: 36925155800

Serhii F. Shevchuk, National Aviation University, 6, Metrosbudivska Str. Kyiv, 03065, Ukraine

PhD, Associate professor, separate structural unit The Specialized College of Engineering and Management

Andrii D. Uhryn, Chernivtsi Industrial College, 8, Sadova Str. Chernivtsi, 58002, Ukraine

student

Similar Articles

You may also start an advanced similarity search for this article.