Shuklin G. Methods of forming a model of state regulation of cyber security of the stock market based of differential equations with delay

The thesis for the degree of candidate of technical sciences, specialty 21.05.01 «Information security of the state». – State University of Telecommunications, Kyiv, 2019. In the work it is formulated and solved the actual scientific research work on the development of a scientific and methodical apparatus for securing the cybersecurity of the stock market internet-trading system on the basis of differential equations with delay. For the first time the analytical dependences of the intensity of cyber attacks on electronic stock markets from time are derived, which are based on systems of differential equations with initial conditions, taking into account system behavior at a certain time interval. The proposed dependencies allow us to build the probability distribution of losses in the course of trading transactions in the system of internet-trading on the stock market under conditions of influence of cyber attacks. A method for estimating loss risks in providing information security of the stock market was developed which is based on the analysis of phase portraits of the dynamics of change in the intensity of cyber attacks which are described by differential equations with delay. This technique allows you to identify the areas of stability of the process of securing the information security of the stock market under the influence of cyber attacks. The methodology for controlling the reflection of a cyber attack on the system of Internet trading in the stock market is improved, which differs from the current ones taking into account the time delay of the reaction of the system of protection to cyber attacks. The results of the research are of an applied nature and can be used to conduct experiments and predict the values of the parameters that characterize cyber attacks that are aimed at the electronic trading platforms of stock markets in order to eliminate them and prevent the information security of modern electronic trading technologies and mutual settlements. The dependencies, which are revealed in the modeling process, are adapted to the conditions of electronic trading and mutual settlements in stock markets and take into account the factors of confrontation to cybernetic attacks that are associated with the delay time. It is shown for the first time that it is possible to construct the dependences of the intensity of cybernetic attacks using linear differential equations with delay directed at information and telecommunication means of information security of the cybernetic space of the stock market. The offered method of estimation of losses risks in the course of providing information security of the stock market allows to increase the accuracy of the calculation of the function of risk by 25 – 30% in comparison with the existing methods of calculation of the indicated indicator, and also allows to determine the level of security of the information system.