APPLICATIONS OF THE THEORY OF G. MARKOVITS FOR MONITORING OF THE MARKET OF CURRENCIES
Known methods of insurance of currency risks lead (hedging) to loss of the awards paid for insurance. On it, it is expedient for the purpose of decrease in expenses on insurance of currency risks to consider possibility of application of new methods of the forecasting differing from known for higher precision of the forecast. For the purpose of increase of accuracy of the forecast it is offered to trace in real time a difference between the real price of the tool and the forecast and applying methods of the theory of automatic control to enter correcting influence. In practice it is possible to achieve forecast improvement of quality due to application of the forecast which to be under construction on several tools. Thus as the most probable to accept at what the correlation coefficient on the module is more than set some beforehand.