Abstract
The article discusses the theoretical foundations of hybrid cyber-physical systems as complex systems in the context of the digitalization of the economy. The relevance of the study is due to the fact that there is a rapid increase in the use of intelligent technologies in all areas of both the real sector of the economy and in the financial sector. The scientific novelty lies in the fact that, in contrast to the previously used methods of algorithmic exchange trading, a new one has been proposed that is fundamentally different from those used previously. It combines both a system for sending orders, functioning on the basis of logical algorithms, and an intelligent system based on machine learning “Random Forest”, which forms a forecast of the closing price of a financial instrument, the joint operation of which, in the process of responding to market changes, ensures a decision on buying/selling in automatic stand-alone mode, thus enabling efficient speculative “intraday” trading. The practical significance lies in the fact that the application of this development provides an increase in competitiveness in exchange trading due to highly profitable speculative operations on an hourly timeframe based on an accurate forecast. The implemented software has a Certificate of Rospatent for a computer program No. 2022662398 dated 06/22/2022.
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Lomakin, N., Golodova, O., Maramygin, M., Kuzmina, T., Minaeva, O., Tudevdagva, U. (2023). Hybrid Cyber-Physical System QUIK-LUA-Random Forest for Trading on MoEx. In: Kravets, A.G., Shcherbakov, M.V., Groumpos, P.P. (eds) Creativity in Intelligent Technologies and Data Science. CIT&DS 2023. Communications in Computer and Information Science, vol 1909. Springer, Cham. https://doi.org/10.1007/978-3-031-44615-3_5
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