Adaptive simulation of forecast estimates of the main components of stock indexes in portfolio investment objectives

Globalization continues to strengthen the relationship between national markets, deepening their integration into a single global financial market. The securities market is particularly dynamic. It is in this segment of the financial market that the influence of globalization on investment decisions can be found. The process of globalization is formed by a multitude of a sufficiently large number of fund markets and, therefore, in the formal language of econometrics, is a multi-factor process. At the same time, the impact of this multifactor process has a synergistic effect, which, in fact, should be considered the cause of the effects of globalization. The approach proposed by the authors of the article provides, as a tool for realizing the idea of building a factor, which reflects the globalization effect in a concentrated form, to use the apparatus of the main components, and to predict them the procedure of adaptive modeling. The calculations presented in the article are focused on an illustration of the proposed methodology for adaptive modeling of the effects of globalization in portfolio investment objectives...