Original title: Transformace finančních dat určených pro dynamické rozhodování
Translated title: Transformation of data in the framework of dynamic decision making
Authors: Chudoba, Martin ; Jirsa, Ladislav (advisor) ; Kalina, Jan (referee)
Document type: Bachelor's theses
Year: 2008
Language: eng
Abstract: Nazev pram: Transformace finnncnich dat, urcenyeh pro dynamicke rozhodovam Autor: Martin Cliudoba Katedra (ustav): Katedra pra.vdepodolmosti a matcrnaticke statistiky Vedouci bakalafsko prace: UNDr. Ladislav Jirsa, PhD. E-mail vedouciho: jirsaPutia.cas.cz Abst.rakt: V pfcdlo/eiic praci je pfibh'zen problem optimalm'ho rozhodovani pfi bur/oviiim obchoclovani s tzv. ''financial futures", tj. s ternrinovaiiymi finaric.iiimi obchody. rl'ato uloha je prevedena do zjediioduHrnrlio inatcinatif;k{''ho modolu, ktery je fesitolny za pomori metod Bay(5Ko\sk6ho odhadovani. Fitianenf data jsou inodelovana autoregreHiiim modelein a norinalniin sumc'in, jelikoz ji; ji/ vyvinu- ta rada iiastrojii ])rod])C)kladaju'kih pravc normalni KUIII, kt.erc slou/i k prcdikci vyvoje c-eny na trim. Illaviiim eileiii letcj ]jrace je ])orovnavani vyhodnosti riiznych transforniacf vstupnicli dat tak, al>y jojich sum mcl iionualuf rozdelem' a tudi'z aby predikce ceny byla. eo iiejijfesnejsi. Pfislusuy algoritiuus je uaprogramoYan v jazyce Mat.lab; prezeiita.ee dosazenyt'h vysledku tvoff zaverefniou f:ast teto praco. Klfrova slo\'a: Hayesovskr odhadovanf, finanm., trausformare dat Title: Transforniation of data, in the franunvork of dynamic1, decision making Author: Martin Cliudoba Department: Department of Probability and Mathematieal...

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/15976

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Academic theses (ETDs) > Bachelor's theses