Analysis and Forecasting of Russell 2000 Stock Price Dynamics
摘要
The paper presents the results of the study of hidden periodicities in the dynamics of the Russell 2000 index stock using anamorphosis for Gompertz models. Boundaries of ranges of automodel growth are interconnected with local minima of functions and together with them determine the spectral composition of time series of world prices on the index fund “Russell 2000”. It is shown that at the moment the price is between critical levels, when the next critical level is reached, the price of the index fund will go down to break through the value of the critical level in the future, continuing growth #CSOC1120.