Abstract
The article reveals methodological approaches to the assessment of import substitution in the agro-industrial complex of the country as a transition to export orientation, as well as identifies the potential niches of effective import substitution in the market of agricultural products and export orientation determinants of agricultural industries. The conclusion is drawn concerning the growth of self-sufficiency and reduction of Russia’s dependence on imported food supplies. The study of the geographical structure dynamics of the food imports is carried out, as well as the study of the formation and development process of export food potential of Russia in the context of import substitution and foreign economic instability. The necessity of an integrated approach to the problem of the country’s export potential formation in the conditions of import substitution is substantiated.
Highlights
The abundance of surveys devoted to the study of the price process in the stock market involuntarily suggests that modern finance theory is extremely multifaceted and, without forming a single completed paradigm, is essentially disputable
We present the technique of non-harmonic expansion of the time series by trends, considering the adaptive nature of the stock market functioning mechanism
We proposed to consider the allocation of three basis trends that reflect long, medium and short-term patterns
Summary
The abundance of surveys devoted to the study of the price process in the stock market involuntarily suggests that modern finance theory is extremely multifaceted and, without forming a single completed paradigm, is essentially disputable. Investigating the problem of predictability of the market over long time intervals, he found that extending the forecast horizon to several years makes the market processes more predictable, and in their implementation, the effects of "return to the average" are observed. He drew attention to the possible psychological origins of such price fluctuations, are the irrational behavior of investors. Stock market returns over short periods of time are most dependent on the trends of the last moments of time This leads to the preference to use the principles of adaptation in obtaining short-term forecasts. We present the technique of non-harmonic expansion of the time series by trends, considering the adaptive nature of the stock market functioning mechanism
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