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Title: Modeling multivalued dynamic series of financial indexes on the basis of minimax approximation
Authors: Rud, N. Y.
Рудь, Н. Ю.
Keywords: Approximation model;Minimax;Constraint;Dynamic ranges;Financial market;Hausdorff distances;Multivalued dynamic series
Issue Date: 2022
Publisher: MDPI
Citation: Mamedov, Z., Vygodchikova, I., Aliev, A., Gurieva, L., Rud, N. Modeling multivalued dynamic series of financial indexes on the basis of minimax approximation // Energies. - 2022. - Том 15. - Номер статьи 366. - DOI10.3390/en15010366
Series/Report no.: Energies
Abstract: In this article, the problem of modeling a time series using the Minimax method is con-sidered. The expediency of using Minimax to identify points of change in trends and the range of changes in the graphical figures of technical analysis is justified. Spline approximation of the dynamic process with range constraints was performed to improve the quality of the model. In-vestors are advised to refrain from making hasty decisions in favor of holding reliable shares (such as PJSC Novatek shares), rather than selling them. The purchase of new shares should be carefully analyzed. Through an approximation of the dynamic number of the applicable optimization problem of minimizing the maximum Hausdorff distances between the ranges of the dynamic series and the values of the approximating function, the applied approach can provide reliable justification for signals to buy shares. Energy policy occupies the highest place in the list of progress ratings according to news analytics of businesses related to the energy sector of the economy. At the same time, statistical indicators and technologies of expert developments in this field, including intellectual analysis, can become an important basis for the development of a robotic knowledge program in the field under study, an organic addition to which is the authors’ methodology of development in energy economics as in energy policy. This paper examines the model of approximation of the multivalued time series of PJSC Novatek, represented as a series of ranges of numerical values of the indicators of financial markets, with constraints on the approximating function. The authors consider it advisable for promising companies to apply this approach for successful long-term investment.
Appears in Collections:Статьи, проиндексированные в SCOPUS, WOS

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