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

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.

1. Varshavskii A.E. Methodological principles of evaluating Russia’s technological security. Vestnik Moskovskogo universiteta. Seriya 25: Mezhdunarodnye otnosheniya i mirovaya politika = Moscow University Bulletin of World Politics. 2015;7(4): 73–100 (in Russ.). https://fmp.msu.ru/attachments/article/361/VARSHAVSKII_2015_4.pdf, available from URL: https://www.elibrary.ru/vrnhyr

2. Vlasova M.S., Stepchenkova O.S. Indicators of economic security in the scientific and technological sphere. Voprosy Statistiki. 2019;26(10):5–17 (in Russ.). https://doi.org/10.34023/2313-6383-2019-26-10-5-17, available from URL: https://www.elibrary.ru/lyzokw

3. Pinchuk A.Yu. On the relationship between the national security and the transformation of sociopolitical processes in the scientific and technological development of Russia. Voprosy upravleniya = Management Issues. 2020;6(67):6–14 (in Russ.). https://doi.org/10.22394/2304-3369-2020-6-6-14, available from URL: https://www.elibrary.ru/ronggn

4. Afanasev A.A. Technological sovereignty: a question of essence. Kreativnaya ekonomika = J. Creative Economy. 2022;16(10):3691–3708 (in Russ.). https://doi.org/10.18334/ce.16.10.116406, available from URL: https://www.elibrary.ru/ecahwb

5. Ladynin A.I. Razvitie instrumentariya analiza nauchno-tekhnologicheskoi bezopasnosti Rossii (Development of Tools for Analyzing Scientific and Technological Security of Russia: monograph). Nizhny Novgorod: Nizhny Novgorod State Technical University; 2023. 92 p. (in Russ.). ISBN 978-5-502-01711-4

6. Glazkova V.V. Methodical approach to assessing effectiveness of innovation implementation in unified heat supply organizations. Vestnik Universiteta. 2023;8:30–39 (in Russ.). https://doi.org/10.26425/1816-4277-2023-8-30-39, available from URL: https://www.elibrary.ru/yolcba

7. Alenkova I.V., Mityakova O.I. System of indicators for assessment efficiency of introduction of ecological innovations. Fundamental’nye issledovaniya = Fundamental Research. 2019;12(2):237–241 (in Russ.). Available from URL: https://www.elibrary.ru/rfwyrz

8. Tishchenko I.A. The system of indicators for evaluating innovations in the context of digital transformation of the economy. Ekonomicheskie i gumanitarnye nauki = Economic and Humanitarian Sciences. 2022;5(364):3–9 (in Russ.). https://doi.org/10.33979/2073-7424-2022-364-5-3-9, available from URL: https://www.elibrary.ru/mgvbmb

9. Milyuchikhina O.A. Innovation management in Russian Federation: main challenges and perspectives of innovative business. Russian Economic Bulletin. 2020;3(4):252–255 (in Russ.). Available from URL: https://www.elibrary.ru/gnklkt

10. Mitrofanov A.S., Pastukhov M.V. Performance indicators of the Innovation Assistance Fund Programs as a tool for evaluating the effectiveness of budgetary investment. Kachestvo. Innovatsii. Obrazovanie = Quality. Innovation. Education. 2019;6(164):58–66 (in Russ.). https://doi.org/10.31145/1999-513x-2019-6-58-66, available from URL: https://www.elibrary.ru/tlfndu

11. Glukhov V.V., Babkin A.V., Shkarupeta E.V. Digital strategizing of industrial systems based on sustainable eco-innovation and circular business models in the context of the transition to Industry 5.0. Ekonomika i upravlenie = Economics and Management. 2022;28(10):1006–1020 (in Russ.). https://doi.org/10.35854/1998-1627-2022-10-1006-1020

12. Rybakov F.F. The economy of research and development: evolution of views and modernity. Innovatsii = Innovations. 2014;4(186):62–64 (in Russ.). Available from URL: https://www.elibrary.ru/TJDBFR

13. Kalinichenko M.P. Management of strategic competitiveness of industrial enterprises: assessment, implementation of technological and management innovations. Izvestiya Yugo-Zapadnogo gosudarstvennogo universiteta. Seriya: Ekonomika. Sotsiologiya. Menedzhment = Proceedings of the Southwest State University. Series: Economics. Sociology. Management. 2022;12(1):80–91 (in Russ.). https://doi.org/10.21869/2223-1552-2022-12-1-80-91, available from URL: https://www.elibrary.ru/bhgnjk

14. Burtseva T.A. Evaluating the effectiveness of information support for innovation management. Vestnik Moskovskogo universiteta im. S.Yu. Vitte. Seriya 1: Ekonomika i upravlenie = Moscow Witte University Bulletin. Series 1: Economics and Management. 2020;1(32):78–86 (in Russ.). https://doi.org/10.21777/2587-554X-2020-1-78-86, available from URL: https://www.elibrary.ru/cegzcw

15. Babkin A.V., Chen L. Evaluation of the efficiency of innovations in the high-tech industry. Estestvenno-gumanitarnye issledovaniya = Natural-Humanitarian Studies. 2022;41(3):42–50 (in Russ.). Available from URL: https://www.elibrary.ru/EZNQAV

16. Batkovsky A.M., Kravchuk P.V., Fomina A.V. Management of innovative active enterprises of the radioelectronic industry under conditions their diversifications. Dnevnik nauki = Science Deiary. 2020;1(37):31 (in Russ.). Available from URL: https://www.elibrary.ru/uelshj

17. Batkovsky A.M., Batkovsky M.A., Ermakova Ya.M., Omelchenko A.N. Formalization of the initial information needed to model the diversification of production. Original’nye issledovaniya = Original Research. 2023;13(1):175–187 (in Russ.). Available from URL: https://www.elibrary.ru/tvausg

18. Fraimovich D.Yu., Alekseev V.A. Improving the mechanism for managing innovation activities on the basis of public-private partnership. Mezhdunarodnyi Ekspeditor. 2021;4:20–23 (in Russ.). Available from URL: https://www.elibrary.ru/TWBMGU

19. Berezin I.L., Lukyanova A.A. Institutional forms of innovation management and their limitations. Kreativnaya ekonomika = J. Creative Economy. 2023;17(4):1211–1230 (in Russ.). https://doi.org/10.18334/ce.17.4.117687, available from URL: https://www.elibrary.ru/lukyhd

20. Filin S.A., Kuzina A.A. Principles for managing innovative activities of entities in Russia during the transition to the digital economy. Daidzhest-finansy = Digest Finance. 2021;26(1–257):107–122 (in Russ.). https://doi.org/10.24891/df.26.1.107, available from URL: https://elibrary.ru/wsrrqf

21. Frolova O.V., Donchevskaya L.V. Scientific and technological development in the economic security system of Russia under sanctions. Sotsial’nye i ekonomicheskie sistemy = Social and Economic Systems. 2023;3–2(44):136–154 (in Russ.). Available from URL: https://elibrary.ru/nqrwwr

22. Nikitina I.A., Kruglova I.A., Potemkin A.S. Global sanctions in the context of Russia’s economic security. Regional’naya ekonomika: teoriya i praktika = Regional Economics: Theory and Practice. 2023;21(8–515):1478–1504 (in Russ.). https://doi.org/10.24891/re.21.8.1478, available from URL: https://www.elibrary.ru/lpivji

23. Topunova I.R. Ensuring the economic security of the Russian Federation in the conditions of external sanctions. Ekonomika: vchera, segodnya, zavtra = Economics: Yesterday, Today and Tomorrow. 2023;13(3–1):242–250 (in Russ.). Available from URL: https://elibrary.ru/ofwbbg

24. Stepanova T.D. Economic security of Russia after 2022: technological sovereignty and human potential. Rossiiskii ekonomicheskii zhurnal = Russian Economic J. 2023;4:107–119 (in Russ.). Available from URL: https://elibrary.ru/quzgbj

25. Avdiyskiy V.I. Modern approaches to personnel training as an element of ensuring national security in the context of political and economic sanctions. Vestnik Evraziiskoi nauki = The Eurasian Scientific J. 2023;15(1):64 (in Russ.). Available from URL: https://elibrary.ru/xzplfw

26. Mironova O.A. Development of economic security as a science: problems and prospects. Innovatsionnoe razvitie ekonomiki = Innovative Development of Economy. 2019;2(50):332–338 (in Russ.). Available from URL: https://elibrary.ru/ikbsiy

27. Suvorova A.P., Sudakova N.Yu. Formation of monitoring of scientific and technological development as a factor of threats to the social and economic security of the Russian Federation. Innovatsionnoe razvitie ekonomiki = Innovative Development of Economy. 2020;6(60):358–370 (in Russ.). Available from URL: https://elibrary.ru/ghwsrk

28. Boboshko V.I., Mironova O.A., Mironov A.A. The Concept of formation and development of accounting and analytical information in the conditions of spatial development of the Russian economy. Innovatsionnoe razvitie ekonomiki = Innovative Development of Economy. 2022;5(71):225–230 (in Russ.). https://doi.org/10.51832/2223798420225225, available from URL: https://elibrary.ru/bdwkmu

29. Senchagov V.K., Mityakov S.N. Using the index method to assess the level of economic security. Vestnik akademii ekonomicheskoi bezopasnosti MVD Rossii = Vestnik of Academy of Economic Security of the Ministry of Internal Affairs of Russia. 2011;5:41–50 (in Russ.). Available from URL: https://elibrary.ru/ogxljl

30. Abdulkadyrov M.A., Ignatov A.N., Kulikova N.N., Mityakov E.S. Assessment of the effects of production system development projects: Case study of Lytkarino Optical Glass Factory. Russ. Technol. J. 2023;11(6):76–88. https://doi.org/10.32362/2500-316X-2023-11-6-76-88

31. Mityakov S.N., Murashova N.A., Mityakov E.S., Ladynin A.I. Russian regions scientific and technological security monitoring: Conceptual aspects. Innovatsii = Innovations. 2022;1(279):58–65 (in Russ.). Available from URL: https://elibrary.ru/hfqgti

32. Shmeleva A.G., Mityakov E.S., Ladynin A.I. Neural Networks Usability Analysis in Economic Security Indicators Dynamics Forecasting. In: Proceedings of the International Scientific-Practical Conference “Ensuring the Stability and Security of Socio-Economic Systems: Overcoming the Threats of the Crisis Space.” Kirov: 2021. P. 149–155. ISBN: 978-989-758-546-3. https://doi.org/10.5220/0000148100003169