Short-term stock indices as a tool for assessing and forecasting scientific and technological security

Abstract

Objectives. Ensuring scientific and technological sovereignty, defined as one of the objectives of the Concept of Technological Development for the period until 2030, approved by the Order of the Government of the Russian Federation No. 1315-r dated May 20, 2023, implies the use of effective mechanisms for managing the country’s economy. Under contemporary conditions, technology is a crucial element in the country’s economic development and a key component of scientific and technological security. Thus, the aim of the present work is to develop existing methods for analyzing economically significant information relating to the monitoring and diagnostics of scientific and technological security at the meso- and macrolevels.Methods. The developed method for scientific and technological security level monitoring and forecasting, which is based on the dynamics analysis of the values of corporate securities, includes economic and statistical analysis methods, machine learning and time series analysis tools.Results. The approach towards information processing and enhancement of analysis mechanisms in managerial decisions, which relies on diagnostic, analysis, and forecasting tools for socioeconomic system scientific and technological security, is based on information-processing, economic, and mathematical methods. The presented results constitute a developed method for the analysis of systemically important enterprises stock indices, supporting research and development to assess and predict scientific and technological security dynamics at meso- and macro levels of the economy. In order to verify the methodology, a numerical experiment was carried out using statistical data from systemically important companies.Conclusions. The developed methodology is aimed at improved managerial decision-making accuracy and speed when solving problems connected with scientific and technological security underpinning socioeconomic systems. The experimental results quantitatively confirm the significant contribution made by systemically important companies to Russian Federation’s scientific and technological security ensuring.