Bondarenko O. Structural and analitic modeling of stock markets dynamics

The dissertation is devoted to the further development of theoretical principles and tools of stock markets dynamics modeling. On the basis of research into the essence, functions, forms and methods of stock markets dynamics modeling, there have been proved the possibility of alternative approaches to its modeling and improved existing models describing the stock markets dynamics. The concept of stock markets dynamics modeling is based on the principles of systematic, formal logic, economic systems and processes modeling, econometric, analytical modeling and implemented the following aggregated blocks: analysis of theoretical principles of volatility processes modeling existing on the stock markets, conditional volatility modeling based on structural and analytical methods, monitoring system of the stock markets dynamics. To improve the practical significance of scientific results there have been built a system of the stock markets dynamics monitoring with the appropriate informational, analytical and software implementation.