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Here, a trading strategy was developed to profit from trading stocks in the market. The study used real trading data of real stocks. Forty securities were used to calculate the IMOEX. The securities with the highest weight were the following: GAZP, LKOH, SBER. This definition of the strategy allows operating with large portfolios. Increasing the accuracy of the forecast was carried out by estimating the interval of the forecast. Here, a range of values was considered to be a result of forecasting without considering specific moments, which guarantees the reliability of the forecast. The use of a predictive interval approach for the price of shares allows increasing their profitability.<\/jats:p>","DOI":"10.3390\/computation11050099","type":"journal-article","created":{"date-parts":[[2023,5,16]],"date-time":"2023-05-16T06:37:51Z","timestamp":1684219071000},"page":"99","source":"Crossref","is-referenced-by-count":2,"title":["Development of Trading Strategies Using Time Series Based on Robust Interval Forecasts"],"prefix":"10.3390","volume":"11","author":[{"ORCID":"http:\/\/orcid.org\/0000-0003-1254-9132","authenticated-orcid":false,"given":"Evgeny","family":"Nikulchev","sequence":"first","affiliation":[{"name":"Department of Digital Data Processing Technologies, MIREA\u2014Russian Technological University, Moscow 119454, Russia"}]},{"ORCID":"http:\/\/orcid.org\/0000-0002-5638-8361","authenticated-orcid":false,"given":"Alexander","family":"Chervyakov","sequence":"additional","affiliation":[{"name":"Federal Treasury, Ministry of Finance of the Russian Federation, Moscow 101000, Russia"}]}],"member":"1968","published-online":{"date-parts":[[2023,5,15]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","unstructured":"Uslu, B., Eren, T., G\u00fcr, \u015e., and \u00d6zcan, E. 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