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Adaptive forecasting as a tool to study the trends of the Ukrainian stock market development

Journal: Quarterly Scientific Journal "Economic Herald of the Donbas" (Vol.52, No. 2)

Publication Date:

Authors : ;

Page : 79-83

Keywords : stock market; stock exchange; financial instrument; organizer of securities trading; shares; bonds of internal state loan; adaptive forecasting methods.;

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Abstract

The article investigates the current state of the stock market of Ukraine on the basis of the use of adaptive forecasting tools on the example of domestic government bonds as the main financial instrument of the domestic stock market. We chose Braun's linear adaptive model as one of the most common adaptive forecasting techniques based on the moving average. The use of this model allows us to respond more adequately to the fluctuations in demand, which affects the income of the bidding exchanges. The models of adaptive forecasting can be considered as a convenient tool for studying trends in the development of the stock market of Ukraine as a whole, as well as the dynamics of its individual stock instruments.

Last modified: 2018-08-05 23:59:26