|
|
Intelligent System for Generating and Analysis of Trading Recommendations on Financial Markets
Martinský, Ondrej ; Hrubý, Martin (referee) ; Zbořil, František (advisor)
This master thesis deals with the price prediction on financial markets. It describes automated trading systems based on technical analysis and discusses a soft computing approach to construction of such systems. Also, this thesis combines conventional trading strategies with the fuzzy logic. The practical part of this thesis contains also a framework for composing, simulation and analysis of the automated trading strategies. The simulator contained in this framework is implemented in the Java language and based on DEVS formalism. Because of this, there is a possibility to embed real-time components into the trading model. This work contains also a database of historical financial data and tools for their automatic actualization.
|
|
|
Detection of Elliott Waves Using Neural Networks
Grega, Martin ; Vašíček, Zdeněk (referee) ; Minařík, Miloš (advisor)
This thesis deals with application of artificial neural networks for detection of Elliott waves in static time-series. It is focused mainly on use of simple committee machine consisting of multilayer perceptrons trained by resillient propagation algorithm. Thesis contains design and implementation of application for detection of impulsive waves on input signal.
|
|
|
Intelligent System for Generating and Analysis of Trading Recommendations on Financial Markets
Martinský, Ondrej ; Hrubý, Martin (referee) ; Zbořil, František (advisor)
This master thesis deals with the price prediction on financial markets. It describes automated trading systems based on technical analysis and discusses a soft computing approach to construction of such systems. Also, this thesis combines conventional trading strategies with the fuzzy logic. The practical part of this thesis contains also a framework for composing, simulation and analysis of the automated trading strategies. The simulator contained in this framework is implemented in the Java language and based on DEVS formalism. Because of this, there is a possibility to embed real-time components into the trading model. This work contains also a database of historical financial data and tools for their automatic actualization.
|
|
|
Detection of Elliott Waves Using Neural Networks
Grega, Martin ; Vašíček, Zdeněk (referee) ; Minařík, Miloš (advisor)
This thesis deals with application of artificial neural networks for detection of Elliott waves in static time-series. It is focused mainly on use of simple committee machine consisting of multilayer perceptrons trained by resillient propagation algorithm. Thesis contains design and implementation of application for detection of impulsive waves on input signal.
|
|
|
Evaluation of business strategies in commodity markets
PALAMARČUK, Igor
This thesis is focused on the evaluation of trading strategies for trading in commodity markets. To meet the objectives of this work were selected three technical indicators: Stochastic oscillator, RSI and CCI indicator. These indicators were applied to trade in three selected commodities: corn, rice and wheat. Subsequently was evaluated an application of the indicators on the selected commodities.
|
|
|
The Elliott wave principle and its significance in technical analysis
Gorol, Tomáš ; Blaheta, Petr (advisor)
The main goal of the thesis is to introduce the reader to the Elliott wave principle as a part of technical analysis, its fundamentals and exploitation in contemporary markets. At the beginning of the thesis basic tenets of technical analysis and the characteristics of common trading tools are described. The next chapter determines the fundamentals of the Elliott wave principle, its rules for trading, possible risks and disadvantages. The reader is also introduced to the mathematical background, exploitation in trading and other factors which influence the Elliott waves. The conclusion of the thesis is directed to application of the Elliott waves on real markets in combination with other tools of technical analysis and its evaluation.
|
guest ::
