Another important task is also solved here, namely, the economic mechanism underlying the formation of market prices and trade volumes. This is described in detail and serves as a bridge connecting the microscopic economic world with the macroscopic economic world. The formation process of the macrocosm from the microcosm is hereby demonstrated. We show how the action and time dynamics of the exchange market as a whole are formed from the actions of exchange agents. A new, universal system of stock indices of assets, exchanges and the global system of exchanges has also been developed.

Similarly, a strategy has been developed for digitalization, forecasting and management of a country’s and the world’s economy. This is based on digital platforms used to accumulate the plans of economic agents, processing them using the formulas of probabilistic economic theory. If implemented, these will in turn improve the quality of public economic administration of the country, and the world.

This study demonstrates the importance and significance of stock exchanges as experimental economic laboratories, aimed primarily at testing models, evaluating model parameters and, ultimately, verifying existing and new economic theories. If we look at probabilistic economic theory, it was predominantly developed using the business world as an experimental laboratory, where the significant business experience of the author was formalized applying mathematical apparatus from theoretical physics. In the present study, using MOEX and ICE as experimental laboratories, probabilistic theory of stock exchanges has been developed by the author.

Our work consistently reveals great prospects in the further use of exchanges as powerful modern experimental economic laboratories. Some 300-500 years ago theoretical physics arose from the science of the solar system, and similarly, modern economic science will arise from the development of exchanges theory. It will consist of a closely interacting probabilistic economic theory and experimental stock exchange economics. Meeting all the generally accepted standards of the natural sciences, it will remain a humanitarian and social science.

Participants of the project «Quantum Finance Investments» of Investment Company EXCELLENCE Vitaly Martynovich and Maria Makarkina made a great contribution to the success of the project. The computer platform «QUANTUM FINANCE» was developed mainly by Vitaly Martynovich and Maria Makarkina, which they implemented in the C# language. This was used to perform calculations of exchange structures by applying the methods of probabilistic economic theory. Maria Makarkina also provided significant assistance in the preparation of this monograph for publication. I sincerely thank them both for their fruitful, long-term cooperation.

I respond with gratitude to Dmitry Sviridenko, who took on the important responsibility as executive editor of the monograph.

Thanks also go to the reviewers of the monograph Sergey Parinov and Yuri Perevyshin for the difficult work done at a highly professional level in reviewing the manuscript that presented the new theory.

I am grateful to the Alexander von Humboldt Foundation (Alexander von Humboldt Stiftung), which, many years ago, provided a scholarship that allowed him to see firsthand in West Germany how developed market economies work and how financial markets function within them.

I am grateful to the Moscow Exchange and the Intercontinental Exchange Futures Europe, which provided us with access to historical data and online quotations.