|
| |
|
| |
|
|
Gathering and processing of access point data
Kislinger, Jan ; Szőcs, Juraj (referee) ; Růčka, Lukáš (advisor)
This work deals with gathering and processing of access point data. At the beginning, we introduce the SNMP protocol and MIB databases. Additionally, there is ways to gather data. The next section describes data processing. First, using moving averages and candelstick chart, then calculate the predicted values. Finally, it describes a program that gather data and draws them into the charts.
|
|
|
Design and Optimatization of Trading Strategy Using MetaTrader Platform
Kundračík, Roman ; Šmídek, Lubomír (referee) ; Budík, Jan (advisor)
This Master’s thesis deals with implementation of an automated trading system for application in the currency market. The resulted system is tested and optimized on historical data. Robustness of this strategy is verified by testing on another currency pair and a different timeframe. Efficiency of the system is compared before and after optimization. Created trading system is profitable in all environments which it was tested on.
|
|
|
Design and Implementation of Automatic Trading System for Exchange Market
Doležal, Radek ; Jahoda, Michal (referee) ; Budík, Jan (advisor)
The subject of this diploma thesis is a design and implementation of an automated trading system for the forex market. It includes an analysis of the main concepts and methods of technical analysis and money management, which constitute an essential theoretical basis for the subsequent practical design of an automatic system. The objective of this work is a development of an automated trading system whose robustness and stability is tested by a walk forward analysis.
|
|
| |
|
|
Prediction of Multiple Time Series at Stock Market Trading
Palček, Peter ; Zbořil, František (referee) ; Rozman, Jaroslav (advisor)
The diploma thesis comprises of a general approach used to predict the time series, their categorization, basic characteristics and basic statistical methods for their prediction. Neural networks are also mentioned and their categorization with regards to the suitability for prediction of time series. A program for the prediction of the progress of multiple time series in stock market is designed and implemented, and it's based on a model of flexible neuron tree, whose structure is optimized using immune programming and parameters using a modified version of simulated annealing or particle swarm optimization. Firstly, the program is tested on its ability to predict simple time series and then on its ability to predict multiple time series.
|
|
|
Statistical Analysis of a Company Financial Risk Factors
Raclavský, Lukáš ; Sadovský, Zdeněk (referee) ; Karpíšek, Zdeněk (advisor)
The master´s thesis contains a statistical analysis of a company financial risk. Within this analysis were determined the dominant economic and financial risk factors of a company and was made a description of selected inferential statistical methods adequate assessment of the state and time development of these indicators. On a PC was applied methodics developed for concrete data files with focusing on description of the expected risk development existence of a company. In conclusion were achievements evaluated and were determined another possible directions of solving similar problems.
|
|
|
Technical Analysis
Záděra, David ; Matějková, Věra (referee) ; Novotná, Veronika (advisor)
This thesis deals with trading using technical analysis. Mostly attention is paid shares traded on the Prague Stock Exchange. The practical part describes computer program, which gives recommendations for the purchase and sale of shares based on moving averages and methods of moving average convergence / divergence and relative strength index. The conclusion is stated financial comparison of the methods.
|
|
|
The Use of Statistical Methods in Technical Analysis of Stocks
Pavlásek, Ondřej ; Otýpka, David (referee) ; Doubravský, Karel (advisor)
This diploma thesis is focused on using statistical methods of technical analysis of stocks. The teoretical part describes basic principals of regression and technical analysis with a description of the technical indicators that are used to predict the future development of share prices and finding appropriate moment to buy or sell stocks. The results of the analysis is the comparison of indicators and their applicability to trade the stock titles.
|
guest ::
