СИНЕРГЕТИЧНІ МЕТОДИ В ПРОГНОЗУВАННІ ДИНАМІКИ ПРОЦЕСІВ ФОНДОВИХ РИНКІВ

Abstract

This article is devoted to forecasting the dynamics of processes occurring in the stock market, the methods of chaotic dynamics. Chaotic dynamics is one of the areas of synergetics. Although there are many effective methods for modeling securities price forecasts, emerging stock markets are characterized by long-term stability and short-term instability. In this situation, to study the processes occurring in the markets, chaos theory can be used, which includes methods of theory of dynamical systems and fractal analysis. An example of practical implementation of this approach using neural networks for the share price of the company "Pharmacy 36 and 6" at the close of trading for 2014–2019. The company "Pharmacy 36 and 6" is a retail network of pharmacies "Lekpharm", which is actively working and developing in the pharmaceutical market of Ukraine since 2001. The initial data were obtained on the website of the holding "FINAM". Neural networks have the ability to learn. At the same time, in the process of learning there is a phenomenon similar to self-organization. This property is characteristic of chaotic systems. The most important characteristics of chaos-dynamic analysis are calculated: Hausdorff dimension and Kolmogorov entropy. Their values indicate that the studied statistical series contains a chaotic component. The algorithm of technical application of neural networks is offered in the article. The model is built using neural network technology. Some of the input parameters of the network are determined based on the analysis performed. Comparison of the results obtained on the model deviate slightly from the actual data. It could be considered. that the model is adequate and can be used in practice. Forecasting the dynamics of securities can give a certain economic effect, a specific financial benefit to the owners of securities. Synergistic methods do not always lead to a solution to a problem or task. But they lead to a deeper and more accurate understanding of reality, which allows one to give an explanation for incomprehensible phenomena, such as pre-construction stability and short-term instability. Therefore, the synergistic economic paradigm has an interest on the part of researchers and policy makers.