Kozlovskiy S. Macroeconomic modelling and forecasting of exchange rate in Ukraine based on fuzzy logic

The thesis deals with the development of the model and technique of the ex-change rate forecasting in Ukraine based on the fuzzy logic theory. A new classifi-cation of forecasting methods for economic processes is developed, the research of the process of exchange rate formation in Ukraine is carried out, the major factors which influence the exchange rate formation are described and classified in the the-sis. It is the suggestion in the thesis never offered before in exchange rate modelling to apply not only the quantitative factors, but also the qualitative ones given lin-guistically as well as to take into account the reflective actions of the currency mar-ket participants. The offered technique of exchange rate forecasting applying the theory of fuzzy sets proves to be universal, i. e. this can be used in forecasting of any economic process..The effective computer program of rate forecasting applica-ble for real markets and working with self-training is designed, which provides the increase inthe quality of forecasting, the information being accumulated. The basic results of the thesis have found efficient application in banking.