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Stock Price Time Series Analysis With Elements of Forecast

Student: Ruslan Fedorovskiy

Supervisor: Leonid Zotov

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Control Systems and Data Processing in Engineering (Master)

Year of Graduation: 2020

The purpose of this work is to develop a mathematical tool for forecasting stock prices and analyzing financial risks in assessing the attractiveness of investments. During the research, existing methods for forecasting stock prices and the assessment of market risk (volatility) were evaluated in several ways. This work consists of three chapters. The first chapter consist of description of the subject area and the main approaches. The second chapter contains a description of mathematical methods and mathematical modeling tools. The third chapter is aimed to the practical application and summary of the research results

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