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Transformation of Trading Strategies in the MetaLang Language on Parallel Codes Accelerated by a Supercomputer
Halfar, Vítězslav ; Šimek, Václav (referee) ; Jaroš, Jiří (advisor)
The aim of this bachelor thesis is to design and implement a software - MetaTester, which deals with testing and optimizing of the automated trading systems made for platform MetaTrader 4. This system handles performance problems of the most widespread business platform in the world, used to trade in the biggest world market - Forex, with the parallelization of processes and IT potential of supercomputers. The thesis describes the architecture of the system, solving problems, the implementation of sectional parts and special techniques to provide the highest computing performance. At the end of the thesis, there are summarized achievements of the platforms MetaTrader and MetaTester.
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Digital oscilloscope with AVR
Stejskal, Martin ; Mikulka, Jan (referee) ; Friedl, Martin (advisor)
The aim was got acquainted with microcontrolers from ATMEL family and study on wthat principes works analog and digital osciloscopes. On base of this informations, block design was made of digital osciloscope with microcontroler ATMEL from family AVR. The following chapters were look for a solution of input circuits with A/D convertor, witch transform analog signal to digital. Then, the digital signal is processed another circuits. Extended part of this work is software, witch must also controll data protocols and data security.
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Multipurpose power supply for electroplating system
Pinďák, Michal ; Vorel, Pavel (referee) ; Procházka, Petr (advisor)
The aim of the bachelor thesis is the practical proposal of the multipurpose power supply for the electroplating system. The individual technological processes of electroplating, for which the parameters of the source have to be adapted, are presented in the theoretical part. This part includes the entire division of pulse DC/DC converters without a transformer from the aspect of working quadrants and finally the ways of their controlling. There is also introduced the analysis of parameters of the presumed DC power supply XP Power HDS3000PS60. The conclusion of the thesis is focused on the entire proposal of converter wiring, its construction and subsequent commissioning through the software LabVIEW.
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Patents: Means to Innovation or Strategic Ends?
Štěpánek, Martin ; Schwarz, Jiří (advisor) ; Vlasáková Baruníková, Michaela (referee)
This paper utilizes an extensive dataset of 163,663 US patents granted between 1976 and 2011 to 25 companies within four technological fields (aerospace in- dustry, computer manufacturing, semiconductor industry, and software devel- opment), to observe fluctuations in their value and characteristics. I find that certain indicators have changed immensely during the last 36 years, suggesting that newer patents are much less valuable than their predecessors. Further, using Data Envelopment Analysis, I estimate relative production efficiency of transformation of inputs (research and development expenses and company's workforce) into outputs (patent stock and its technological importance), to provide an empirical evidence for the recent theories of strategical patent ex- ploitation by large companies. I find that the efficiency varies considerably for different industries and also for the companies within an industry. There is an overall trend of increasing efficiency in patent production per unit of input, but there is none in the effectiveness of creating valuable inventions, which seems to depend only on the company itself. JEL Classification D22,L20,O32,O34 Keywords patent value, intellectual property rights, strate- gic patents, research and development efficiency Author's e-mail Stepanek.Martin@hotmail.com
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The impact of economical news on market volatility
Večeřa, Jakub ; Petrásek, Jakub (advisor) ; Hlávka, Zdeněk (referee)
This thesis is focusing on estimating volatility of the given financial time series by analysing economical news headlines. Probabilistic Latent Semantic Analysis is used to extract meaning from the headlines and to reduce dimension of the data space. To ensure symmetry and normality of dependent variable Box-Cox transformation is used. Finally a linear model is constructed to measure dependence of volatility on financial news and its robustness is validated by Cross-validation. Computations are performed in R software.
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The possibilities of using FFT for rating the quality of detected signal in ESEM
Přichystal, Vladimír
The main demand for processing of images from scanning electron microscope is acquirement of the best quality of raster image and description of attributes of micrographs and possibility of their comparison with other micrographs. Therefore software was compiled, which serves to numerical calculation of the Fast Fourier Transform (FFT) of micrographs, evaluation and development of their quality.
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Analysis of financial time series with economical news headlines
Kalibán, František ; Petrásek, Jakub (advisor) ; Zichová, Jitka (referee)
This thesis is focused on options of improving the estimate of volatility of the given financial time series by analysing the economical news headlines. Because of very large volume of data and correlation between word occurence in headlines, the Principal Component Analysis is used to reduce the dimension of data space. For the elimination of significantly large skewness of dependent variable and the preservation of its normality a Box-Cox transformation is used. Finally, a linear model is constructed and its robustness is analyzed by cross-validation method. The computations were made by R software.
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Real time signal processing
Nepovím, Pavel ; Rášo, Ondřej (referee) ; Mlýnek, Petr (advisor)
The aim of the master’s thesis is to acquaint the reader with Discrete Fourier Transform DFT and its introduction to spectral analysis descrete time signals. Furthermore it describes efficient computation of the DFT using the algorithm Fast Fourier Transform FFT and effects that appear in the DFT spectral analysis, the effect of the length of the DFT, the effect of the length of the segment of the analysed signal and the leakage. Next is explained the issue of the complex representation of real bandpass signals in the baseband, called the complex envelope of signals. This represenation uses the Hilbert Transform and the analytic signal. The thesis also describes the application library Real Time Toolbox of the software Matlab/Simulink, that uses the data acquition card AD622 allows to connect and process real signals in real time. In Matlab/Simulink with use this facilities is create the laboratory lesson, that simulating the complex represenation of real bandpass signals in real time.
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Measurement and analysis of single-phase transformer
Princ, Pavel ; Huzlík, Rostislav (referee) ; Vítek, Ondřej (advisor)
The aim of that diploma thesis is low power transformer simulation via its substitutitional circuitry.As Instrument for matematical description of model and simulation of various operating situations with different amplitude and types of load was used Labview software. The software was simultaneously used for real transformer measurement and to compare these results with calculated values. The created program is also applied for measuring excercise for students. In The thesis is described measured transformer in terms of final elements method in FEMM software and there is showed the procedure of its design.
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