Forecasting of the Russian Stock Market Price Dynamics

Student: Shenker Anastasiia

Educational Programme: Economics and Statistics (Bachelor)

Final Grade: 9

Year of Graduation: 2020

The problem of stock market price dynamic forecasting has been an area of a great interest for researchers for many years. Correct forecast of changes in the value of shares directly affects the portfolio's return to the investor. The more accurate is the forecast, the higher is the profit. Strong market volatility and unpredictability complicate the forecasting task. This article is the result of experiments to predict the general trends in the growth of shares of Russian companies using methods that are not traditional for technical analysis, such as time-series analysis and machine learning models. The purpose of this article is to predict whether stock prices will increase or decrease on an example of Russian stock market and to build a trading strategy that optimizes return on investment.

Full text (added May 14, 2020)

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