Pogasij S. Prognostication of dynamics of rate of exchange on the basis of nonlinear models.

Object of research are processes of rate of exchange formation in nonlinear nature conditions of the currency market development in Ukraine. The purpose of work is the improvement of theoretical and methodical maintenance of a rate of exchange forecasting on the basis of nonlinear paradigm, that will allow to use mechanisms of national economy management effectively. Research methods are correlation analysis, regressive analysis, time lines analysis , fractal theory method, system analysis, expert estimations method. Theoretical and practical results. The methodical approach to a rate of exchange dynamics forecasting, which provides effective forecasting of a rate of exchange long and short-term tendencies; lag model of a rate of exchange long-term tendency change forecasting, that allows to determine a delay of parameters influence on a rate of exchange dynamics; the methodical approach to a choice of the most expedient currency operations for each financial market segment are improved. The forecasting of the currency market development long-term tendency method, which allows to carry out modeling the market long-term tendency to the future; the methodical approaches to Ukrainian currency market fractal determine on the R/S-analysis base, that allows to confirm nonlinear character of its development and to prove necessity of nonlinear methods use; model of a rate of exchange long-term tendency forecasting, which enables to determine effective way for financial establishments on a rate of exchange changes fluctuations account base within this tendency limits in the short-term period are got further development. The scientific results found practical application in Management of National bank of Ukraine in the Kharkov region (certificate No 15-215/6452 from 01.09.2008.), Kharkov regional management Branch CB "Nadra" (certificate No 1047 from 08.04.2008), Kharkov regional branch of "Ukrsocbank" (certificate No 03-34/67-1310/1 from 21.03.2008 р.)