National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
The Connection Between Stock Market Volatility and a Position of Economy in a Business Cycle
Poláková, Soňa ; Veselá, Jitka (advisor) ; Krabec, Tomáš (referee) ; Onder, Štěpán (referee)
Finding significant relation between stock markets (including omnipresent volatility) and real economy of the US, Germany, Great Britain and Japan is the main aim of this thessis. If not found it is also the final conclusion. By means of time series analysis using artificial neural networks from the beginning of 2000 till the November of 2014 was proved that the strong single -- way relation between prime stock indices and GDP of chosen economies does exist. Highest quality of prediction was proved on the American and British economy. S&P 500, FTSE and VIX indicator made a precise prediction of future economic progress in the US and Great Britain for six to nine months ahead with 71% to 86% accuracy. The artificial neural networks proved an extraordinary ability to predict chosen financial time series regardless the actual position in a business cycle.
Applications of neural networks and Elliot´s waves on selected shares
Polaková, Soňa ; Veselá, Jitka (advisor) ; Musílek, Petr (referee)
Using modern methods of share quotations forecasting is the main goal of this thesis. The special accent is placed on forecasting the trend by means of artificial neural network especially on the optimalization of variables in the training process. Elliot's wave theory is applied in the second part of the thesis, particularly on prediction of future share quotation progress. Buying or selling signal generated by these two methods is consequently compared with ex-post signal yielding a profit. Lastly, successfulness of using these methods for forecasting at stock market is evaluated.
Technická analýza vybraných akciových titulů
Polaková, Soňa ; Radová, Jarmila (advisor)
Cílem této práce je analyzovat vývoj kurzů zvolených akcií za posledních 18 měsíců a prostřednictvím optimalizovaných parametrů funkcí jednotlivých nástrojů (klouzavých průměrů, oscilátorů a objemových indikátorů) zhodnotit, zda je vybraná metoda výhodnou investicí a zda umožňuje v následujících 6 měsících dosáhnout většího výnosu než prostá metoda Buy and Hold.

See also: similar author names
7 POLÁKOVÁ, Simona
3 Polaková, Soňa
7 Poláková, Simona
1 Poláková, Stanislava
3 Poláková, Sylva
5 Poláková, Šárka
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