FEATURES OF USING ARTIFICIAL INTELLIGENCE FOR FORECASTING THE SECURITIES MARKET

Authors

  • Borisov A.A. Lawyer of the Karaganda Regional Bar Association, Student majoring in Finance, Karaganda University of Kazpotrebsoyuz
  • Ulakov N.S. Candidate of Economic Sciences, Associate Professor, Karaganda University of Kazpotrebsoyuz
  • Tyngisheva A.M. PhD, Senior Lecturer, Department of Finance, Karaganda University of Kazpotrebsoyuz

Keywords:

artificial intelligence, securities market forecasting, machine learning, neural networks, big data

Abstract

This scientific article provides a comprehensive analysis of the characteristics of artificial intelligence (AI) application in forecasting securities market dynamics. Based on a systematic review of the literature, it examines key machine learning and deep learning methods, their advantages, limitations, and practical applications. Particular attention is paid to the integration of AI with big data processing, time series analysis, and semantic analysis. The results demonstrate the potential of AI to improve the accuracy of forecasts, but highlight challenges related to data quality, overfitting, and model interpretability. The article is aimed at specialists in the fields of financial technology, machine learning, and economics

Published

2025-12-15

How to Cite

Borisov A.A., Ulakov N.S., & Tyngisheva A.M. (2025). FEATURES OF USING ARTIFICIAL INTELLIGENCE FOR FORECASTING THE SECURITIES MARKET. Research Retrieval and Academic Letters, (11). Retrieved from https://ojs.publisher.agency/index.php/RRAL/article/view/7418

Issue

No. 11 (2025): Research Retrieval and Academic Letters

Section

Economic Sciences

License

Creative Commons License

This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.