Fedorov A.V.

Informational Decision Support System for Forecasting Financial and Economic Processes Based on Structural and Parametric Adaptation of Models

A concept is proposed for solving the problem of adaptive forecasting that is based on the system analysis methodology and combined use of preliminary data processing techniques, mathematical and statistical modeling, forecasting and optimal state estimation of the processes under study. The cyclical adaptation of a structure and model parameters on the basis of a set of statistical characteristics of a process under study provides a possibility for reaching high quality estimates of forecasts with condition that data is informative.

Forecasting financial processes at the foreign exchange market using technology indicators

In this paper we propose a method for constructing the regression models in order to forecast currency changes at the Foreign exchange market (FOREX). This method is based on utilizing the technology indicators as the independent variables. According to statistical data, we determine that our forecasts enjoy high quality and do not delay as compared to actual values.

The algorithms for selecting the portfolio stocks and determining their shares in the investment capital

The article considers the development of new algorithms for selecting the portfolio stocks. A new algorithm is proposed for solving the problem of stock selection for the investment portfolio and the problem of the investment capital distribution between the stocks taking into consideration returns, diversification risk and liquidity.