Abstract
The banking sector is relatively volatile as its performance is influenced by both macroeconomic parameters, such as the key interest rate, and local industryspecific parameters. This specificity allows viewing companies in the banking sector as an indicator of the vector transformation of the economy, which in turn suggests the potential effectiveness of autoregression in forecasting the stock value of banking sector companies. This article presents the results of a comparative analysis of the effectiveness of approaches to forecasting the stock value of companies in the banking sector.
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