Lutsenko O. The development of information technology for risk assessment in the process of exchange market trading

The object of research is the exchange trading processes on the exchange market. The subject of research is mathematical models of exchange market operations and information technology risk assessment functions from experimental data. The purpose of work is the development of information technology to improve the risk assessment in trading. A probability model for the risk assessment for the exchange market, based on the assumption that the time of change-point occurence in stock exchange quotations is a random variable, a function of which changes slowly over time, has been proposed. On the basis of the mentioned model a calculation scheme for the risk of change-point occurence on the future time interval for the dynamic time series with multiple change-point has been proposed. Computational schemes for the risk of exceeding a price level at the vjvent of the next change-point was proposed. An information technology for risk assessment in stock exchange trading based on the proposed methods and computational schemes was developed. The practical significance of the obtained results is confirmed by their introduction into the work of the banking institution PAS "ACB "Concord" and into the teaching process. The area of usage: financial institutions.