Prymostka A. Agent-oriented modeling investment banks in the stock market

The dissertation is devoted to improvement of theoretical principles of agent-based modeling approach to investment on the stock market and the development of practical recommendations for building multi-agent system of financial flows of the bank. In the dissertation the concept of modeling investment banks in the stock market, based on the principles agent-oriented approach as a separate direction of simulation was developed. Agent-oriented model of artificial stock market was modified and was made its computer implementation for the domestic market. The multi-agent system of financial flows of the bank was developed, architecture of which consists from aggregate blocks, modules and autonomous software agents, and it includes description of agent's functions, descriptions of interaction between agents and detailed description of agents for forecasting price movements and trends of the stock market. This approach enables the bank to form an investment strategy based on the results of forecasting parameters of the stock market and in conjunction with the overall financial management process of the bank.