Evaluation of predictive features of dynamic mod-els of financial markets

The article presents the financial market as a dynamic system sensitive to initial conditions, constantly evolving from order to chaos and vice versa, controlled by an attractor. This approach made it possible to identify the predictive functions of dynamic systems, the use of which allows for current and prospective assessments of price and market conditions.
The paper attempts to approach the formulation of the financial and mathematical concept of the “prediction function” of a dynamic financial market system. The classification of dynamic systems of financial markets, including various types of prediction decisions, is carried out. Attractors of the pricing system, fractals of financial markets are considered, the fundamental properties of deterministic and chaotic price decisions are discussed. The possibility of using attractors as a mechanism for matching supply and demand is shown. The article puts forward the hypothesis of the universality of the billiard ball method for predicting prices. The progress in prediction prices in financial markets is shown.