|
|
Prediction of Exchange Rate Movements on Forex
Balog, Miroslav ; Menšík, Jakub (referee) ; Budík, Jan (advisor)
The thesis deals with the possibility of prediction of the exchange rate on forex. The combination of Elliott wave principle and Fibonacci numbers examines to what extent and in what time periods it is possible to predict exchange rate. The thesis use fundamental analysis and MACD oscillator to confirm the accuracy of this prediction.
|
|
|
Elliot Wave Detection
Kaleta, Marek ; Šperka, Svatopluk (referee) ; Petřík, Patrik (advisor)
This work deals with Elliott wave detection, which are statistical tool used to describe financial makret cycles and predict market trends. The work proposes methods to detect Elliott Waves and evaluetes them. From several methods of Elliott wave detection, Committee machines of multilayer perceptrons are used. Result of this work is a program, which detect Elliott impulse waves on input signal and builds hierarchy of Elliott waves.
|
|
|
Application of Chaos Theory to Elliott Wave
Loukotková, Veronika ; Ondrová, Jitka (referee) ; Janíček, Přemysl (advisor)
This diploma thesis compares chaos theory with Elliott wave theory in order to find out whether there is an agreement in the area of prediction. Such formulation of main problem is considered original, new and pioneering issue. By solving an indirect problem of deterministic chaos, existence of the chaos was not proved in a respective time series. The possibility to predict future development of this time series in a short-term period was considered impossible with respect of chaos theory results. Nevertheless, subsequent prediction that used Elliott wave theory showed to be precise. Finally, agreement of both theories was not confirmed. The diploma thesis proved that knowledge of Elliott wave theory and ability to interpret it correctly is a valuable means of prediction.
|
|
|
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.
|
|
|
Elliot Wave Detection
Kaleta, Marek ; Šperka, Svatopluk (referee) ; Petřík, Patrik (advisor)
This work deals with Elliott wave detection, which are statistical tool used to describe financial makret cycles and predict market trends. The work proposes methods to detect Elliott Waves and evaluetes them. From several methods of Elliott wave detection, Committee machines of multilayer perceptrons are used. Result of this work is a program, which detect Elliott impulse waves on input signal and builds hierarchy of Elliott waves.
|
|
|
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.
|
|
|
Application of Chaos Theory to Elliott Wave
Loukotková, Veronika ; Ondrová, Jitka (referee) ; Janíček, Přemysl (advisor)
This diploma thesis compares chaos theory with Elliott wave theory in order to find out whether there is an agreement in the area of prediction. Such formulation of main problem is considered original, new and pioneering issue. By solving an indirect problem of deterministic chaos, existence of the chaos was not proved in a respective time series. The possibility to predict future development of this time series in a short-term period was considered impossible with respect of chaos theory results. Nevertheless, subsequent prediction that used Elliott wave theory showed to be precise. Finally, agreement of both theories was not confirmed. The diploma thesis proved that knowledge of Elliott wave theory and ability to interpret it correctly is a valuable means of prediction.
|
|
|
Prediction of Exchange Rate Movements on Forex
Balog, Miroslav ; Menšík, Jakub (referee) ; Budík, Jan (advisor)
The thesis deals with the possibility of prediction of the exchange rate on forex. The combination of Elliott wave principle and Fibonacci numbers examines to what extent and in what time periods it is possible to predict exchange rate. The thesis use fundamental analysis and MACD oscillator to confirm the accuracy of this prediction.
|
|
|
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 ::
