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METHODS OF CURRENCY PORTFOLIO CREATION
Budík, Jan ; Kohút, Michal (referee) ; Král, Miloš (referee) ; Rejnuš, Oldřich (referee) ; Dostál, Petr (advisor)
Doctoral thesis deals with the method of the currency portfolio creation focused on short-term trading, which not exceed one business day. That is the reason why is necessary to increase the profitability of investment positions by using financial leverage. Development of proposed investment strategies is realized with use of computer technology in combination with software that allows direct access to the foreign exchange market. The software enables direct access to a database of historical prices and has an implemented a programming language that allows effective processing of statistical analyzes, which is required for development of investment strategies. The investment strategies are optimized and tested on a database of historical price movements from 1. 1. 2004 to 31. 12. 2012 for the major currency pairs EUR/USD, GBP/USD and USD/JPY. The main assumption of entry to the market for proposed investment strategies is based on specific time intervals during the day, where is an increased probability of new short-term trends beginnings. The doctoral thesis statistically validated this assumption. The proposed method of creation a currency portfolio was applied to real market since 1. 1. 2013 to 30. 9. 2013 and was used for 20 000 $ trading account. Profitability of proposed method of creation a currency portfolio is 26,89%.
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The Application of Fuzzy Logic for Rating of Suppliers for the Firm
Olšová, Renata ; Doskočil, Radek (referee) ; Dostál, Petr (advisor)
Cílem této diplomové práce je návrh vhodné metody, jak vyhodnotit dodavatele modelů letadel a leteckého příslušenství holandské společnosti Aviation Megastore. Tato polečnost existuje na trhu již více než 25 let a má více než 170 dodavatelů po celém světě. Proto vznikla potřeba jednotlivé výrobce a distributory ohodnotit a zvážit jejich vývoj během jednotlivých let, případně u některých vybraných dodavatelů zvážit vzhledem k neuspokojivým výsledkům možnost ukončení spolupráce. Pro vyhodnocení bude použit program MS Excel a MATLAB.
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Heating and cooling systems in office operations
Dostál, Petr ; Horák, Petr (referee) ; Formánek, Marian (advisor)
The diploma thesis deals with the design of the heating and cooling system, inclu-ding hot water preparation for the administrative part of the production hall. The first part of the thesis briefly discusses the history of heating and cooling of office buildings, legislative requirements and current solutions. The second part contains the design of the entire heating and cooling system with heat pump as a source of heat and cold. The final part of the thesis describes the experimental measure-ment and evaluation of the efficiency of the ice rink source.
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The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market
Vaško, Jan ; Kříž, Jiří (referee) ; Dostál, Petr (advisor)
Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool to support decision making in business. The Matlab software is used for this purpose. The work is divided into three parts. The first part deals with theoretical knowledge, brief description of the current situationin is covered in a second part and the theoretical solutions are applied to the system in the third section.
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The Application of Fuzzy Logic for Evaluation of Quality of Customers
Pukaj, Marek ; Drápela, Zdeněk (referee) ; Dostál, Petr (advisor)
This thesis is analyzing customers of Geocart CZ a.s. company. Thesis is presenting new models of evaluating of customers. Weight mathematic model is created in MS Excel software. In software fuzzyTECH and MATLAB are designed fuzzy models for evaluating of customers with application of fuzzy logic. This method of evaluating should eliminate risk of mistakes with choosing of customers and minimize opportunity costs.
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The use of artificial intelligence in the capital markets to reduce the risks of trading
Orság, Štěpán ; Budík, Jan (referee) ; Dostál, Petr (advisor)
This thesis deals with the prediction of trading at financial markets and by using the prediction is trying to reduce the risks of entering at the market. The prediction has been work out by using of artificial intelligence. The artificial intelligence is in this thesis represented by neural networks witch model and predict market behavior. The thesis contains a description of the financial markets, exchange trading and its analysis, and artificial intelligence methods. The main part of this thesis is a model for prediction of prices of a particular instrument. This model was developed in MATLAB and should serve as a support for making business decisions. Its aim is to predict the direction and magnitude of movement the price level for the next trading day. The output of this model is processed using the platform MetaTrader 4. At the end are evaluated possible gains from this solution.
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