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The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market
Hrach, Vlastimil ; Budík, Jan (referee) ; Dostál, Petr (advisor)
The diploma thesis deals with artificial intelligence utilization for predictions on stock markets.The prediction is unconventionally based on Bayes' probabilistic model theorem and on its based Naive Bayes classifier. I the practical part algorithm is designed. The algorithm uses recognized relations between identifiers of technical analyze. Concretely exponential running averages at 20 and 50 days had been used. The program output is a graphic forecast of future stock development which is designed on ground of relations classification between the identifiers
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Implementation of Statistical Functions Using HLS
Šinaľ, Peter ; Martínek, Tomáš (referee) ; Dvořák, Milan (advisor)
The aim of this thesis was to design and implement selected statistical functions used in technical analysis. I focused on moving averages, Black-Schles model for calculating option prices and Indicator Delta. These functions are through HLS transformed into an appropriate description for programmable FPGA. During the transformation process, emphasis is on low latency and resource consumption. Created solutions demonstrate the potential of HLS. They show complexity of the technical analysis and hardware requirements. Achieved results show high accuracy in the simulations. Deviation from the reference value is approximately 6,615*10e-3. The results also indicate thet that reducing latency does not necessarily cause an increase in the consumption of resources on the chip.
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Testing of Indicators for Technical Analysis in Stock Market Trading
Melichar, Josef ; Žák, Jakub (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with testing indicators of technical analysis and their behavior with different kinds of market. In this thesis we tested simple moving averages, exponential moving averages, relative strength index indicator, MACD indicator, and stochastic indicator. At the end we tested a combined indicator, and that was stochastic with MACD. We created an automatic trading system for each of these indicators. From the results we can find out, that by optimizing the technical indicators we can get satisfying results by increasing the profitability. Indicators that seemed non-profitable were in fact profitable after the optimization. However testing parameters of indicators of technical analysis alone is not enough to make a stable profit.
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The effect of air pollution on the incidence of asthma symptoms
Velická, Helena ; Štípek, Stanislav (advisor) ; Bencko, Vladimír (referee) ; Rychlíková, Eva (referee)
The effect of air pollution on the incidence of asthma symptoms MUDr. Helena Velická ABSTRACT The aim of the thesis was to establish the effect of short-term ambient air pollutant concentration changes on asthma exacerbation and symptom variability. The study concerned 147 child patients (age 6 - 18 years) and 304 adult patients (age 19 - 62 years) with confirmed diagnosis of asthma. Their respiratory symptoms and other complaints were recorded in diaries during the heating season (November 2013 - February 2014) in the high- polluted industrial city of Ostrava, Czech Republic. The concentrations of PM10, NO2 and SO2 were measured and provided as smoothed daily maps. GPS coordinates of two addresses of each respondent (the residence and the school/work) were linked with the maps and 24-hour exposure of the respondents to each pollutant was determined, regarding the individuals'daily pattern. The relationships between exposures and health effects were analyzed using Generalized Additive Models (GAM) and expressed as odds ratios per 10 µg/m3 increase in the mean 24-hour exposure at the same day, and also in lag days (1-5), both separately and as moving averages (1-5). Significant associations were found between increase of one- to several days exposure to air pollutants and asthma symptom incidence both in...
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Sensitivity analysis of pressure-time method on measurement uncertainty
Červinková, Kateřina ; Himr, Daniel (referee) ; Habán, Vladimír (advisor)
The pressure-time method is one of two methods of measuring the flow rate on large hydraulic structures applicable to IEC 60041, which is based on the temporal integration of the measured pressure difference and the formation of a water hammer in a closed pipe. The aim of this master thesis is to perform a literature review of this method and to evaluate the flow rate of the measured data. Furthermore, the thesis deals with determination of the sensitivity of the evaluated flow rate to the weights of individual pressure sensors and to numerical modifying of the measured pressures. The first part is made using MS Excel. The flow rate is always evaluates with only one pressure sensor and it is compared with the original flow rate. There is research, how absence of the sensor has an impact on the evaluated flow rate. In the second part of the determination of the sensitivity of the evaluated flow rate, various encroachment (signal smoothing, noise, time delay, frequency band removal) are performed of measured pressure signal in Matlab. Various surrounding influences or sensors failures are simulated.
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The Profitability of Standard Trading Strategies in Cryptocurrency Markets
Duda, Miroslav ; Krištoufek, Ladislav (advisor) ; Brož, Václav (referee)
The thesis attempts to determine how strategies used for forecasting and trad- ing on foreign exchange and stock markets perform when applied to cryptocur- rency markets. The approaches explored are ARIMA, VAR, MA Crossover, and Granger Causality using gold prices and S&P 500. The currencies traded are Bitcoin, Ethereum, Binance Coin, and Basic Attention Token. The models are trained on logarithmically transformed and differenced time series composed of the currencies' daily and hourly closing prices. Applying these strategies mostly leads to ambiguous results, with MA Crossover generally performing better than VAR, which in turn performs better than ARIMA. However, every strategy was moderately successful for at least one of the currencies examined. Trading on the hourly dataset was negatively influenced by sudden price jumps. ARIMA and VAR perform better in the inter-bubble periods. No significant Granger causality was found. Keywords Cryptocurrency, Trading, Bitcoin, Ethereum, Binance Coin, Basic Attention Token, ARIMA, VAR, MA Crossover, Granger Causality Title The Profitability of Standard Trading Strategies in Cryptocurrency Markets Author's e-mail miroslav.duda11@gmail.com Supervisor's e-mail ladislav.kristoufek@fsv.cuni.cz
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Design and Implementation of Automatic Trading System for Foriegn Exchange Market
Vojtěch, Tomáš ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the design of a trading strategy and subsequent implementation of an automated trading system for the forex currency market. In this thesis, a "breakout" strategy with trade filtering based on moving average is created. Consequently, an automated trading system for the MetaTrader 4 platform is developed in MQL4 language. This thesis also deals with the back-testing and optimization of the system in order to maximize the stability and profit.
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Technical Analysis
Kubíková, Lenka ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
The bachelor's thesis deals with use of technical analysis to create the optimal portfolio of shares. There is primarily used the Capital Asset Pricing Model CAPM. In the first part of thesis there is stated the theoretical background which describes basic information about shares, capital market, technical analysis and CAPM model. The second part of thesis describes individual companies whose shares were chosen for analysis, and it focuses on the detection of buying and selling signals using moving averages. The last part of thesis applies of formation of optimal portfolio and description of application which attends to individual calculations.
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Design and Optimalization of Automatic Trading System
Boček, František ; Plaček, Marek (referee) ; Budík, Jan (advisor)
The goal of this work is to describe approaches to financial market analysis and implement chosen approaches in automatic trading system in the MetaQuote Language environment for Metatrader platform. Another objective is to optimise the designed trading system and test additional rules to achieve maximum profit during minimalization risks.
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