Abstract: more and more often, funds are invested in businesses for the purpose of subsequent buyout, resale, or merger with other organizations for profit. The relevant question is: how to estimate the cost of the business, taking into account all investments? To estimate unknown parameters of statistical distributions, the method of moments is often used with the highest likelihood method. To do this, the numerical parameters of the theoretical distribution are expressed in terms of the distribution moments calculated from the sample. The number of moments must correspond to the number of unknown distribution parameters. The article proposes a method for optimizing the forecast and the principle of clarifying the dynamics of the price of shares of an economic object based on the method of moments and the method of selected points, which differs from our information entropy criterion in greater simplicity with a slight loss of accuracy, which, like the entropy criterion, reduces the risks of exchange operations with shares of economic objects when selling and buying shares of objects.
Keywords: method for predicting the value of shares, the method of moments, the method of selected points, signal-to-noise ratio, forecast accuracy, decision risks, exponential and uniform distributions, kurtosis coefficient and asymmetry coefficient, random process fluctuations, random phase sine wave distribution, Gaussian noise distribution