[PDF][PDF] Application of the Algorithm for Analyzing Financial Instruments Based on Correlation Coefficient.

L Karimova, S Rakhmetulayeva - DTESI, 2022 - ceur-ws.org
L Karimova, S Rakhmetulayeva
DTESI, 2022ceur-ws.org
Stock prices depend not exclusively on the demand of investors or the business of the
company itself. Individual stocks frequently follow the prices of different stocks or stock
indices. In this paper, a model has been developed that determines the connection between
the stock prices of various assets. Stock costs of two assets from a similar area as a rule
have a strong positive correlativity, whereas there are times when stocks have a negative
influence on another stock or have absolutely no linear relationship with another stock. To …
Abstract
Stock prices depend not exclusively on the demand of investors or the business of the company itself. Individual stocks frequently follow the prices of different stocks or stock indices. In this paper, a model has been developed that determines the connection between the stock prices of various assets. Stock costs of two assets from a similar area as a rule have a strong positive correlativity, whereas there are times when stocks have a negative influence on another stock or have absolutely no linear relationship with another stock. To show this dependence, the principle of correlation is used. The article presumes that correlation shows the exact relationship within assets and can become the basis for price forecasting depending on the change in the price of another asset.
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