Humanity is at the door of the new dimension of infinite possibilities in terms of knowledge, scientific-technical advances, neuroscience, and self-knowledge of the human being. Such topics as artificial intelligence, digital economy, and artificial neural networks are increasingly recurring. The authors propose to model a large system of neural networks to integrate and control all Russian stock markets. This model will be able to predict, decide, and execute operations, increasing the rate of response in each operation and decreasing the margin of error in those operations, and in which constant monitoring of man will no longer be necessary. The model will be very flexible in its structure, allowing the integration of several similar systems. Such a structure will also ensure the interconnection between them, contributing to the achievement of a fully automated and sustainable stock market for the sake of economic integration. The article provides a theoretical basis for further research for practical purposes. This first part explains the basic concepts and models currently in place to predict some stock market behavior. © 2021, Springer Nature Switzerland AG.