Strelchenko I. System of models on the basis of integral equations in dynamic exchange rates research

The dissertation contains results of exchange rates formation processes research, taking into account the influence of a supply and a demand. Financial institutions and banks, and also separate players in the Foreign exchange market are taking into consideration these processes during the choice of strategy and tactics of a currency policy. The conceptual approaches, methods of analysis, modeling and forecasting of exchange rates formation processes under influence of supply and demand at external and home markets. The peculiarities of existing approaches to modeling of currency dynamics and exchange rate regime in Ukraine are analyzed. The necessity of taking into account the supply and demand influence is described. The necessity of system analysis, integral equations using and creation of corresponding methodology are proved. The system of models for such evaluation is created on the base of convolution integral equation. The using of Нermit cubic spline for impulse response regularization is proved. The cyclic algorithm for selecting stationary site in the currency market is developed. The software for mentioned models realization is developed. The sector of general state governance, education.