Object of research: the interaction of the; objective: further development of theoretical propositions concerning the modelling of the Ukrainian financial market components interaction, the construction of the complex models of this interaction analysis and prediction; methods: the methods of logical and monographic analysis, the Hurst method, the methods of wavelet analysis, vector autoregressive models and error correction models, cointegration methods, methods of variance analysis; theoretical and practical results: a conceptual model of the Ukrainian financial market components interaction analysis and prediction, which, unlike the existing ones, is based on the using of wavelet decomposition methods, VAR-, VEC-models and allows the investment activity subjects to make more reasonable management decisions; methodical approach to building short-term forecasting models of the Ukrainian financial market components indicators, which, due to the decomposition of time series by means of wavelet analysis significantly increases the quality of the predicted values; complex of models of the Ukrainian financial market components indicators dynamics decomposition, which, unlike the existing ones, designed using the wavelet decomposition methods and is aimed at building a high-quality forecasts at different horizons of forecasting; complex models of the Ukrainian financial market components interaction, which, unlike the existing ones, is based on combining the vector autoregressive models and models of error correction and provides the ability to determine the degree of influence between these components; algorithmic model correcting short-term forecasts of the Ukrainian financial market components indicators, which, unlike the existing ones, based on the account of these indicators variance decomposition and helps to improve the forecasts quality; the degree of implementation: developing introduced into practice of the private joint-stock company "Finprofile", LLC "East-Crimean stock company", private company "Financial company "Your Choice "; the scope of use: modelling of the Ukrainian financial market components interaction.
