The article is devoted to investigating methods for forecasting long-term Russian stock market trends. The purpose of research is creation of the forecasting model capable of forming a reverse trend signal in the stock market. The index of trend forecasting constructed in the article includes different economic indicators and thus has high forecasting ability.
There are various methods of forecasting different parameters of stock market. One group of these methods deals with forecasting trends of integral parameters such as stock market indexes. This article considers some well-known index methods of forecasting stock market trends. At the same time the article contains a computation for construction of the forecasting index, which helps to identify prolonged trends of RTS index. The principles and recommendations proposed in the article can be used for practical purposes.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.