The Spatial-Dynamic Analysis of Status of the Stock Market of Ukraine

Abstract

The article proposes and implements the algorithm of spatial-dynamic evaluation of the financial security level of the stock market of Ukraine in comparison with other countries. The algorithm, built on the use of methods of economic-mathematical modelling, allows to carry out dynamic-spatial analysis of the stock market, to identify and analyze the force of influence of external factors on the functioning of the stock market of Ukraine and to carry out forecasting of its development in the future. The results of spatial analysis allowed to identify Ukraine’s belonging to the class of countries with a critical level of financial security of the stock market and determine priority directions of the stock market functioning. The analysis of the impact of the stock indices of the countries-representants and China on the functioning of the stock market of Ukraine, the results of which showed positive impact on the PFTS level of business activity of the stock markets in the developed Eastern European Countries. With the use of adaptive modelling methods, the dynamics of the PFTS index are forecasted.

Keywords

• stock market
• financial security
• PFTS index
• cluster analysis
• regression model
• forecastings
• adaptive models
• exponential smoothing
• Holt model
• dynamics