ON APPLICATION OF MULTIREGRESSION MODEL FOR FORECASTING OF STOCK MARKET STATE
I.V. Maier
Novosibirsk State University of Economics and Management, Novosibirsk
Keywords: stock market, financial instruments, financial crisis, share market, multiple regression analysis, investment, forecasting, financial markets volume
Abstract
The article considers issues of regression models building at forecasting of stock market state; estimate of modern state of information base of the study is given; dynamic model is built; assessment of its statistical reliability is conducted; limitations are set and forecast calculations under these limitations are made; conclusions and suggestions are made.
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