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Forex Data Processing
Olejník, Tomáš ; Bartík, Vladimír (referee) ; Kreslíková, Jitka (advisor)
The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals of market data collecting, data storing and cleaning are discussed. Doing decisions based on poor quality data can lead into fatal consequences in money business therefore data cleaning is necessary. The thesis describes adaptive data cleaning algorithm which is able to adapt current market conditions. According to design a modular plug-in application for data collecting, storing and following cleaning has been implemented.
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Graphical Demonstration of Selected Route Lookup Algorithm
Olejník, Tomáš ; Kaštil, Jan (referee) ; Puš, Viktor (advisor)
This thesis briefly describes principe of networks, routing protocols and there are described basis of some existing longest prefix match algorithms, which are implemented in router's hardware. Main part of thesis deals with a Tree Bitmap algorithm, that demonstration program creating is an objective of this work. The principe of this algorithm is demonstrated by visual animations.
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Forex Data Processing
Olejník, Tomáš ; Bartík, Vladimír (referee) ; Kreslíková, Jitka (advisor)
The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals of market data collecting, data storing and cleaning are discussed. Doing decisions based on poor quality data can lead into fatal consequences in money business therefore data cleaning is necessary. The thesis describes adaptive data cleaning algorithm which is able to adapt current market conditions. According to design a modular plug-in application for data collecting, storing and following cleaning has been implemented.
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Graphical Demonstration of Selected Route Lookup Algorithm
Olejník, Tomáš ; Kaštil, Jan (referee) ; Puš, Viktor (advisor)
This thesis briefly describes principe of networks, routing protocols and there are described basis of some existing longest prefix match algorithms, which are implemented in router's hardware. Main part of thesis deals with a Tree Bitmap algorithm, that demonstration program creating is an objective of this work. The principe of this algorithm is demonstrated by visual animations.
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