Burtniak I. Modeling of stochastic processes of fund market development

Object of research: Developments of the fund market of Ukraine; The purpose of work: Development of economic-mathematical models for the analysis and forecasting of developments of the fund market; Technique of research and the equipment: System modeling, statistical criteria, the spectral analysis, filtration of the data, the cross -spectral analysis; Theoretical and practical results: For the first time: Stochastic models of parameters of dynamics of fund market development with application of the theory of casual processes are developed, It is advanced: Models and methods of research of processes which occur in the fund market to use of the theory of system modeling with use of the spectral analysis, Have received the further development: Models of monitoring of dynamics of parameters of the fund market, Models of forecasting of developments of the fund market with use of stochastic models, Models of revealing and studying of laws of formation of time series of values of parameters of the fund market; Subject and degree of introduction: Formation of forecasts in the fund market of Ukraine, development are introduced into practical activities of the Ivano-Frankіvsk territorial management of the securities and stock market state commission, the Ukrainian – Canadian joint venture “SBEDIF-Business-Center ”.