Adil G. Information provision of operational analysis for financial market indicators

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0410U003544

Applicant for

Specialization

  • 05.13.06 - Інформаційні технології

20-05-2010

Specialized Academic Board

К 08.051.01

Oles Honchar Dnipro National University

Essay

This Dissertation deals with the development of the models, algorithms information and software Support of the financial market risk evaluation. Starting from the formulated problem Markov and Mar-kov's piecewise models of the function risk evaluation of the financial market analysis have been devel-oped. These models allow us to get more precise connected with the time of state taken under this or that condition. This method allows us to solve the problem of intensity transition determination between the states of Markov's model of financial market. Markov's piecewise model of the financial market function-ing with three states has been represented. Its analytical solution has been submitted as well the software product has been described. the developed algorithms of the technical analysis of the financial market data: initial analysis(smoothing); indicator and oscillator analysis; the analysis of the process dynamics based on Markov's and Markov's piecewise systems have been realized.

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