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Analysis of the Prognostic Ability of Methods for Forecasting Share Quotations Dynamics

P. 1-3.
Sizykh N., Orshanskaya E.

The paper presents the results of the research of several effective models for forecasting the stock quotes dynamics. This study is based on an analysis of the predictive ability of five forecasting methods with the use of a sample, including 30 companies from two market segments: automotive and information technology.