Development of Stock Price Forecasting

Student: Emtsov Alexander

Educational Programme: Financial Engineering (Master)

Final Grade: 7

Year of Graduation: 2019

This master thesis consists of three chapters. In the first chapter of this work, the theoretical foundations of stock pricing are disclosed. In the second chapter, the results of studies on the effectiveness of the use of the ARIMA tool, the wavelet ARIMA for predicting stock prices and index values are analyzed, and scientists approach the comparison of models. In the third chapter, the prediction of the dynamics of the IMOEX is carried out on the basis of the wavelet ARIMA factor model in the R programming environment and conclusions are drawn.

Full text (added May 26, 2019)

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