Incorporating The Current Tendencies And Condition Of The Financial Market Of Russian Federation Into Regional Cluster Modelling Upon Principal Factor Analysis Of Government Bonds

In the paper the analysis of current conditions of the financial market of Russian Federation is performed. The principal components analysis is applied to analyze and obtain the simulation coefficients for government bonds as indicators and numeric features of digital twin modelling of regions and regional clusters of Russia. The 9-factor principal component model was obtained and validated upon Russian Federation government bond issues for yield horizons of 3 and 6 months, and 1, 2, 3, 5, 7, 10 and 20 years. The principal components describe 99% of variance of internal debt and financial flows in this sphere and allow for use in further modelling of digital twins of economic clusters