{"id":"https://openalex.org/W7204520904","doi":"https://doi.org/10.24891/pzqpnc","title":"Forecasting stock prices of Russian public companies using an LSTM neural network","display_name":"Forecasting stock prices of Russian public companies using an LSTM neural network","publication_year":2026,"publication_date":"2026-08-27","ids":{"openalex":"https://openalex.org/W7204520904","doi":"https://doi.org/10.24891/pzqpnc"},"language":"en","primary_location":{"id":"doi:10.24891/pzqpnc","doi":"https://doi.org/10.24891/pzqpnc","is_oa":false,"landing_page_url":"https://doi.org/10.24891/pzqpnc","pdf_url":null,"source":{"id":"https://openalex.org/S4210240775","display_name":"Finance and Credit","issn_l":"2071-4688","issn":["2071-4688","2311-8709"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["anvur-scientific","russia-white-list-2","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Credit","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W7204520904"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080895319","display_name":"A. A. Pomulev","orcid":"https://orcid.org/0000-0002-3189-1534","observed_orcids":["https://orcid.org/0000-0002-3189-1534"]},"institutions":[{"id":"https://openalex.org/I211738395","display_name":"Financial University","ror":"https://ror.org/01hnrbb29","country_code":"RU","type":"education","lineage":["https://openalex.org/I211738395"]}],"countries":["RU"],"is_corresponding":true,"raw_author_name":"Aleksandr A. POMULEV","raw_affiliation_strings":["Financial University under Government of Russian Federation"],"raw_orcid":"https://orcid.org/0000-0002-3189-1534","affiliations":[{"raw_affiliation_string":"Financial University under Government of Russian Federation","institution_ids":["https://openalex.org/I211738395"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5080895319"],"corresponding_institution_ids":["https://openalex.org/I211738395"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"174","last_page":"174"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-price-prediction","display_name":"stock price prediction","score":0.9959999918937683},{"id":"https://openalex.org/keywords/short-term-forecasting","display_name":"short-term forecasting","score":0.9129999876022339},{"id":"https://openalex.org/keywords/lstm-neural-network","display_name":"LSTM neural network","score":0.8080000281333923},{"id":"https://openalex.org/keywords/russian-public-companies","display_name":"Russian public companies","score":0.9549999833106995},{"id":"https://openalex.org/keywords/moscow-exchange","display_name":"Moscow Exchange","score":0.9070000052452087},{"id":"https://openalex.org/keywords/securities-portfolio-management","display_name":"securities portfolio management","score":0.8830000162124634},{"id":"https://openalex.org/keywords/scenario-analysis","display_name":"scenario analysis","score":0.7440000176429749},{"id":"https://openalex.org/keywords/financial-strategy","display_name":"financial strategy","score":0.5260000228881836}],"concepts":[{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6298999786376953},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.602400004863739},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5444999933242798},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.5095000267028809},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4884999990463257},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.42309999465942383},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.41760000586509705},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.41179999709129333},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.40939998626708984},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4018999934196472},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.38769999146461487},{"id":"https://openalex.org/C18991353","wikidata":"https://www.wikidata.org/wiki/Q1137319","display_name":"Market maker","level":4,"score":0.3625999987125397},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3596999943256378},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.34540000557899475},{"id":"https://openalex.org/C114118609","wikidata":"https://www.wikidata.org/wiki/Q3036837","display_name":"Market data","level":2,"score":0.3172000050544739},{"id":"https://openalex.org/C12559387","wikidata":"https://www.wikidata.org/wiki/Q185142","display_name":"Initial public offering","level":2,"score":0.31029999256134033},{"id":"https://openalex.org/C163068380","wikidata":"https://www.wikidata.org/wiki/Q3409313","display_name":"Economic forecasting","level":2,"score":0.3059000074863434},{"id":"https://openalex.org/C12747933","wikidata":"https://www.wikidata.org/wiki/Q13405082","display_name":"Stock market bubble","level":4,"score":0.290800005197525},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.28369998931884766},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.2791000008583069},{"id":"https://openalex.org/C139043278","wikidata":"https://www.wikidata.org/wiki/Q837171","display_name":"Financial services","level":2,"score":0.2727999985218048},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.2671999931335449},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.26589998602867126},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.26260000467300415},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2565000057220459}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.24891/pzqpnc","doi":"https://doi.org/10.24891/pzqpnc","is_oa":false,"landing_page_url":"https://doi.org/10.24891/pzqpnc","pdf_url":null,"source":{"id":"https://openalex.org/S4210240775","display_name":"Finance and Credit","issn_l":"2071-4688","issn":["2071-4688","2311-8709"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["anvur-scientific","russia-white-list-2","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Credit","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W2064675550","https://openalex.org/W2136848157","https://openalex.org/W2209610041","https://openalex.org/W2624385633","https://openalex.org/W3083403765","https://openalex.org/W4232474910","https://openalex.org/W4291536435","https://openalex.org/W4382175553","https://openalex.org/W4382602420","https://openalex.org/W4385420496","https://openalex.org/W4385506464","https://openalex.org/W4385882879","https://openalex.org/W4390535047","https://openalex.org/W4408299107","https://openalex.org/W4408745182"],"related_works":["https://openalex.org/W4320023988","https://openalex.org/W7084750291","https://openalex.org/W7160544007","https://openalex.org/W4411880521","https://openalex.org/W3202665792","https://openalex.org/W4312767081","https://openalex.org/W4393406453","https://openalex.org/W3034493169","https://openalex.org/W4405121297","https://openalex.org/W4320508899"],"abstract_inverted_index":{"Subject.":[0],"Methods":[1],"for":[2,22,42,70,120,137,170],"Short\u2011Term":[3],"Forecasting":[4],"of":[5,8,25,28,45,59,87,102,198],"Stock":[6],"Prices":[7],"Russian":[9,29,122,172],"Public":[10],"Companies":[11],"Based":[12],"on":[13,74,142],"Neural":[14],"Network":[15],"Technologies.":[16],"Objectives.":[17],"To":[18],"develop":[19,177],"a":[20,33,39,60,104,108,138,166,178,196],"model":[21],"short\u2011term":[23,110,149,179],"forecasting":[24],"stock":[26,67,128],"prices":[27,129],"public":[30,71,123],"companies":[31,72],"using":[32],"neural":[34,105],"network,":[35],"and":[36,57,156,191],"to":[37,53,130,164,176],"create":[38],"comprehensive":[40],"solution":[41],"scenario":[43],"analysis":[44],"price":[46,68],"movement":[47],"trajectories":[48],"across":[49],"the":[50,55,75,88,100,171],"entire":[51],"market":[52,173],"enable":[54,127],"formation":[56],"calibration":[58],"securities":[61,152,168],"portfolio.":[62],"Methods.":[63],"The":[64,83,158,182],"study":[65],"used":[66,186],"data":[69,144],"listed":[73],"Moscow":[76],"Exchange":[77],"(442,674":[78],"quotes)":[79],"from":[80],"2014":[81],"onwards.":[82],"batch":[84],"download":[85],"method":[86],"Moexalgo":[89],"service":[90],"was":[91,114],"applied.":[92],"Subsequently,":[93],"deep":[94],"learning":[95],"techniques":[96],"were":[97,118],"employed,":[98],"within":[99],"framework":[101],"which":[103,146],"network":[106],"with":[107,133],"long":[109],"memory":[111],"(LSTM)":[112],"architecture":[113],"constructed.":[115],"Results.":[116],"Models":[117],"developed":[119],"173":[121],"companies.":[124],"These":[125],"models":[126],"be":[131,162,185],"forecasted":[132],"fairly":[134],"high":[135],"accuracy":[136],"30\u2011day":[139],"horizon":[140],"based":[141],"historical":[143],"series,":[145],"can":[147,161,184],"improve":[148],"strategy":[150],"in":[151,174],"portfolio":[153,169,197],"management.":[154],"Conclusions":[155],"Relevance.":[157],"obtained":[159],"results":[160,183],"applied":[163],"form":[165],"theoretical":[167],"order":[175],"financial":[180,188,199],"strategy.":[181],"by":[187],"analysts,":[189],"traders,":[190],"valuation":[192],"specialists":[193],"when":[194],"modelling":[195],"investments.":[200]},"counts_by_year":[],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2026-08-29T00:00:00"}