Mints O. Economic-mathematical modelling of the decision making in the inter-bank currency markets system

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0405U001941

Applicant for

Specialization

  • 08.03.02 - Економіко-математичне моделювання

27-04-2005

Specialized Academic Board

Д 11.051.01

Essay

Object of research: decision-making processes in the system of interbank money market (IBMM). Research purpose: development of complex of models and methods, providing the increase of efficiency, adequacy and exactness of decision-making process in conducting of op-erations at the currencies and funds markets. Re-search methods: economic and mathematical design, neural networks and genetic algorithms. Results: conception of construction of the deci-sion-making support system at the interbank money market; economic and mathematical model for forecasting of exchanges rates; eco-nomic and mathematical models of filtration of entrances information and determination of standard strategy of conduct of decision making person (DMP) on market; method of estimation of efficiency of the decision-making support systems in the system of interbank money mar-ket; method of application forecasting oscillators models to forming entrances information for neural network. Novelty: economic and mathe-matical model for forecasting exchanges rates; economic and mathematical models of filtration of entrances information and determination of standard strategy of conduct of DMP on market; method of efficiency estimation of the deci-sion-making support systems in the system of IBMM; method of oscillators forecasting models application to forming entrances information for neural network. Field of the use: interfiled.

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