Strelchenko I. Mathematical modeling of processes of cross-border transmission of crisis on financial markets

In the dissertation theoretically generalized and proposed a new solution to the scientific problem of assessing the stability of economic systems and forecasting the consequences of the spread of financial crises through financial and trade channels. Proposed and substantiated the concept of modeling the processes of cross-border spread of crisis phenomena in financial markets through financial and trade channels of distribution on the basis of macroeconomic theory, theory of epidemic and methodology of neural network tools. Developed a system of economic and mathematical models, that formalizes the relationship between indicators that determine the state of financial and trade channels of financial crises in the last quarter of the latent period, and the dynamics of indicators that characterize the resilience of the economy to these processes within two years. On the basis of the conceptual apparatus of the theory of epidemics and the theory of avalanche-like processes the definition of separate components in time structure of processes of distribution of the crisis phenomena is given. In particular, the interrelated concepts of “latency period” and “response period” are defined. Was developed a methodological approach to the classification of dynamic economic systems according to selected characteristics, which is based on the implementation of the original cyclic algorithm for constructing Kohonen maps using the rank concordance coefficient as a criterion of optimality.