Gizatulin A. Nonlinear adaptive methods of short-term forecasting in management of a trade position of investor

The thesis is devoted to search of the new approaches to forecasting dynamics of modern financial markets behavior and process modeling of management of a trade position of investor. The features of financial markets behavior are determined. The methodological problems of forecasting dynamics of their development are investigated. The concept of investor trade position management is developed. New nonlinear adaptive method of forecasting is developed and investigated. The indicators of the technical analysis of markets are developed. The application areas of control systems of a different type on a volatility degree and long investment horizon are investigated. The investor trade position control system and technology of its use in conditions of the Ukrainian enterprise is developed. The efficiency analysis of system introduction is carried out.