The article researches the econometric model as one of the most common methods used to analyze and predict the complex development of society.It is considered the principles which are the basis for forecasting: the maximum required amount of information about patterns; the past period adequately...

We develop a methodology of parametric modeling of time series dynamics when the underlying loss function is linear-exponential (Linex). We propose to directly model the dynamics of the conditional expectation that determines the optimal predictor. The procedure hinges on the exponential quasi...

One of the most basic methods of technical analysis that is used in the practice of investment is the analysis of moving averages, usually calculated for exchange rates in a candlestick representation. The following paper proposes a new, state model, describing the process of trajectory changes...