|
|
Design and Simulation of Strategies for Market Trading
Horázný, František ; Perešíni, Martin (oponent) ; Homoliak, Ivan (vedoucí práce)
The objective of this study is to explore the world of trading by analyzing market behavior, identifying market participants, and examining various trading approaches. The study aims to not only investigate trading strategies but also analyze and simulate their performance. The outcome of this work is the development of a tool capable of comparing implemented methods and the author’s own proposed strategies. To achieve this goal, a Python simulation tool was implemented that uses data obtained from the Binance API. The analyzed and simulated strategies include Lump Sum (LS), Dollar Cost Averaging (DCA), and Rebalancing. Additionally, a novel strategy called Momentum and Overheating Strategy (MOS) is introduced, which incorporates the Relative Strength Index (RSI) indicator and takes advantage of seasonal behavior in market. The core of this strategy involves combining multiple weighted functions to achieve synergy, leveraging not only RSI but also moving averages, seasonal decomposition and derivatives. The results consist of an empirical and statistical comparison of all the methods to determine their relative suitability under different conditions. MOS and rebalancing were found to be similarly profitable, outperforming the other examined methods. Finally, hypotheses are presented to explain the profitability of MOS and suggest potential future enhancements that could be implemented.
|
|
|
Design and Simulation of Strategies for Market Trading
Horázný, František ; Košťál,, Kristián (oponent) ; Homoliak, Ivan (vedoucí práce)
The objective of this study is to explore the world of trading by analyzing market behavior, identifying market participants, and examining various trading approaches. The study aims to not only investigate trading strategies but also analyze and simulate their performance. The outcome of this work is the development of a tool capable of comparing implemented methods and the author's own proposed strategies. To achieve this goal, a Python simulation tool was implemented that uses data obtained from the Binance API. The analyzed and simulated strategies include Lump Sum (LS), Dollar Cost Averaging (DCA), and Rebalancing. Additionally, a novel strategy called Momentum and Overheating Strategy (MOS) is introduced, which incorporates the Relative Strength Index (RSI) indicator. The core of this strategy involves combining multiple weighted functions to achieve synergy, leveraging not only RSI but also moving averages and derivatives. The results consist of an empirical comparison of all the methods to determine their relative suitability under different conditions. MOS and rebalancing were found to be similarly profitable, outperforming the other examined methods. Finally, hypotheses are presented to explain the profitability of MOS and suggest potential future enhancements that could be implemented.
|
|
|
2D metal-organic frameworks from organic carbonitrile molecules on weakly interacting substrates
Kurowská, Anna ; Torre, Bruno de la (oponent) ; Blatnik, Matthias (vedoucí práce)
Molecular self-assembly is a spontaneous association of molecules into well-defined supra-molecular structures on surfaces. Organic molecules exhibiting self-assembly can act as building blocks at the nanoscale and allow for a bottom-up synthesis of atomically precise arrangements, e.g., two-dimensional (2D) nanoarrays. The incorporation of metal atoms leads to the formation of a 2D metal-organic framework (2D MOF). Therein, embedded (magnetic) metal atoms are arranged in a periodic way, linked by organic linker units. At the surface of a material, this holds powerful opportunities, e.g., to change the electronic properties of a material or enable the usage of exotic new states of matter in device technology. This thesis studies assembled structures of carbonitrile molecules and transitional metal atoms on coinage metal and topological insulator surfaces. The molecules HATCN and DCA are tested as suitable candidates for organic linker units. We present especially LEEM and STM results for molecular self-assembly on both types of surfaces and for the metal-organic structure formation on coinage metals. In particular, the DCA molecules show high potential as a linker. We successfully formed a long-range ordered MOF with Fe atoms on the Ag(111) surface and a molecular self-assembly was observed for DCA deposited on Bi2Se3.
|
|
|
Morphology of palate in patients with hemifacial microsomia
Nádaská, Sandra ; Velemínská, Jana (vedoucí práce) ; Koťová, Magdalena (oponent)
Diplomová práca sa zaoberá štúdiom morfológie a variability tvaru podnebia pacientov s hemifaciálnou mikrozómiou. Je to vrodená porucha tváre, ktorá sa prejavuje hypopláziou a asymetriou tvárových štruktúr. Zasahuje do oblasti splanchnokránia, kde sa prejavuje najmä hypopláziou mandibuly a tvárovou asymetriou, ďalšími postihnutými časťami môžu byť uši alebo orbity. Na hodnotenie morfológie podnebia boli použité virtuálne dentálne modely horného alveolárneho oblúka a podnebia pacientov s HFM v priemernom veku 27,2 roka (v rozmedzí 20,8 - 41,5 roka) a kontrolného súboru priemerného veku 13,2 roka (v rozmedzí 13,0 - 13,9 roka). Všetci jedinci, zo súboru pacientov aj kontrolného súboru, sú mužského pohlavia a českej národnosti. Modely boli hodnotené pomocou metód geometrickej morfometrie (DCA, PCA, analýza asymetrie) a mnohorozmernej štatistiky (Hotellingov test, test homogenity). Tvar podnebia pacientov s HFM sa od podnebia kontrol signifikantne odlišuje. Podnebie pacientov s HFM bolo v porovnaní s podnebím kontrolného súboru užšie a kratšie v anteriornej oblasti, a zároveň širšie v posteriornej laterálnej časti, najmä na jeho ľavej strane. Pri hodnotení asymetrie podnebí sme zistili, že podnebie pacientov s HFM vykazovalo najväčšiu asymetriu v oblastiach zadnej polovice podnebia, naopak, najväčšiu symetriu...
|
|
|
Morphology of palate in patients with hemifacial microsomia
Nádaská, Sandra ; Velemínská, Jana (vedoucí práce) ; Koťová, Magdalena (oponent)
Diplomová práca sa zaoberá štúdiom morfológie a variability tvaru podnebia pacientov s hemifaciálnou mikrozómiou. Je to vrodená porucha tváre, ktorá sa prejavuje hypopláziou a asymetriou tvárových štruktúr. Zasahuje do oblasti splanchnokránia, kde sa prejavuje najmä hypopláziou mandibuly a tvárovou asymetriou, ďalšími postihnutými časťami môžu byť uši alebo orbity. Na hodnotenie morfológie podnebia boli použité virtuálne dentálne modely horného alveolárneho oblúka a podnebia pacientov s HFM v priemernom veku 27,2 roka (v rozmedzí 20,8 - 41,5 roka) a kontrolného súboru priemerného veku 13,2 roka (v rozmedzí 13,0 - 13,9 roka). Všetci jedinci, zo súboru pacientov aj kontrolného súboru, sú mužského pohlavia a českej národnosti. Modely boli hodnotené pomocou metód geometrickej morfometrie (DCA, PCA, analýza asymetrie) a mnohorozmernej štatistiky (Hotellingov test, test homogenity). Tvar podnebia pacientov s HFM sa od podnebia kontrol signifikantne odlišuje. Podnebie pacientov s HFM bolo v porovnaní s podnebím kontrolného súboru užšie a kratšie v anteriornej oblasti, a zároveň širšie v posteriornej laterálnej časti, najmä na jeho ľavej strane. Pri hodnotení asymetrie podnebí sme zistili, že podnebie pacientov s HFM vykazovalo najväčšiu asymetriu v oblastiach zadnej polovice podnebia, naopak, najväčšiu symetriu...
|
|
|
Analýza vegetace a růstu dřevin na gradientech nadmořské výšky a zeměpisné šířky ve smíšených doubravách jižní části Korejského poloostrova
ALTMAN, Jan
This study deals with the altitudinal and latitudinal changes in mountain-temperate vegetation of mixed-oak (Quercus mongolica) forests in southern part of Korean Penninsula. 108 forest relevés containing 283 vascular plant species were described at elevations from cca 400-1500 m in four mountains from Seorak Mts. (38°N, 1708 m a.s.l.) to Mt. Halla (33°N, 1950 m a.s.l.). Vascular plants were identified to species, and their total cover and covers of individual species in herb (< 1 m), shrub (1 - 5 m) and tree (> 5 m) layers estimated using Braun-Blanquet scale. Both classification and ordination methods (TWINSPAN cluster analysis and Dentrended and Canonical Correspondence Analyses) were used to analyze the variability in plant species composition and species-environment relationships. Redundancy analysis was used to analyze the variability in Raunkiaer life-form spectra in forest vegetation along the main gradients. Linear regressions were used to relate the species richness and diversity values to environmental variables. Finally, tree growth pattern in stem diameter (radial growth) was analyzed based on tree-ring data in major woody species co-occurring in two contrasting forest communities.
|
host ::
RSS.