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Gluschevskiy V. V.complex methods of decisions concerning allocation of financial assets on the stock market of Ukraine. - Manuscript.

Thesis for a Candidate’s degree in Economics on the specialty 08.03.02 - Economic and Mathematical Modeling. - Kyiv National Economic University. Kyiv, 2002.

The thesis is devoted to development of the economic and mathematical simulating apparatus, which is directed on rising of efficiency of the investment strategy on the stock markets. The system comprehensive approach is offered and the complex technique of the decision support process of rather effective allocation of free financial assets on the stock market of Ukraine is developed with the purpose of their effective using. The complex of mathematical models of valuable papers’ filtration is created and the place of a valuable papers’ filtration problem in a complex technique and its correlation with a problem of optimization of valuable papers’ portfolio (PVP) is indicated. The formalization’s algorithm of the construction’s process of a functional estimation of static game-theoretic model in a context of a problem to choice the optimal investment strategy is developed depending on a status of the macroeconomic environment. The mathematical model of management by optimal PVP is offered which allows to bolster optimal frame of PVP dynamically under influence on the stock market of Ukraine of the external economic environment. The automated system of decision support is constructed, with which help methods and algorithms practically are tested, which will realize a complex technique of the decision making process of rather effective allocation of free financial assets on the stock market of Ukraine. The proved economic efficiency of an overall system of investment decision support in case of its application in investment corporations. Key words: economic and mathematical modeling, portfolio of valuable papers, filtration, the system of decision support, stock market, investment strategy.

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