Zomchak L. Modelling of the dynamic characteristics of the financial assets in the conditions of the stochastic environment.

The problem of financial assets numerical characteristics and the approaches of its analyze and forecasting are considered in the dissertation work. It analyzed the features of functioning the financial markets of Ukraine and financial assets circulation and modern methods of modeling. It is also substantiated, that the modern conditions of functioning of financial markets are not similar with the classic linear paradigm and need the new methods of analyses. The conclusion about the chaotic nature and nonlinear character of correlation on financial market of Ukraine is made, basing on the made analyses of PFTS index and its index basket. The application of wavelet-technologies for before forecasting processing of analyzed time series gives us the opportunity to enlarge the exact calculation.