Plastun O. Price forecasting in financial markets based on the market data

TThis dissertation is devoted to development of theoretical and methodological foundations of the price forecasting in financial markets based on the market data. The essence and specific of the prices forecasting in the financial markets are investigated. Basic theories devoted to the explanation of prices behavior in the financial markets are discussed. The methodological basis of the use of market data to price forecasting in financial markets is characterized. Methodology of the technical and fundamental analysis is discussed. The role of forecasting in the financial market as an instrument of information asymmetry reduction is investigated. Methodology of price forecasting based on mutual influence of financial assets is developed. A brand new technical indicator of oscillatory class is proposed. Price bubbles forecasting methodology is proposed. Specificity of the imitation modeling use for price forecasting in financial markets is investigated. Methodology of crisis prediction based on volatility analysis is developed. Model of price forecasting during the force-major events is proposed. Methodological tools for price forecasting based on the overreaction hypothesis are improved. Weekend effect in the Ukrainian stock market is investigated.