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Security Portfolio Optimalization
Roušavý, Jan ; Zerzánek, Ivan (referee) ; Sojka, Zdeněk (advisor)
Diploma thesis focuses on the issue of an appropriate selection of securities and the subsequent establishment of a portfolio of these securities. Follow detailed discussion about analysis of portfolio and investor’s preferences. Below is a description of the CAPM model, its assumptions and usage of this model to build a portfolio. Then there is the actual calculation of characteristics of securities traded on the Prague Stock Exchange and on the basis of these calculations is made the proposal of several portfolios and their evaluation.
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The Use of Artificial Intelligence on Stock Market
Kuna, Martin ; Veselý, Karel (referee) ; Dostál, Petr (advisor)
Diplomová práce se zabývá aplikací vybraných metod umělé inteligence v prostředí kapitálových, potažmo akciových, trhů. Konkrétně se zaměřuje na využití umělých neuronových sítí pro predikci trendu a na možnost aplikace genetických algoritmů k řešení problému optimalizace investičního portfolia. Obsahuje návrh řešení uvedených problémů v praxi. Návrhy jsou koncipovány ve formě modelů zpracovaných ve vývojovém prostředí Matlab.
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Technical Analysis
Ondrušová, Denisa ; Žídková, Lucie (referee) ; Novotná, Veronika (advisor)
This master‘s thesis is focused on creating an application, which would suggest an optimal portfolio of shares from SPAD Stock Market Praha. The application is based on the CAPM model, which is also described in this paper. There is a calculation of securities characteristics and specific portfolio diversification is suggested. The application also allows a user to simulate investments based on his requirements.
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The Use of Artificial Intelligence on Stock Market
Kuna, Martin ; Veselý, Karel (referee) ; Dostál, Petr (advisor)
Diplomová práce se zabývá aplikací vybraných metod umělé inteligence v prostředí kapitálových, potažmo akciových, trhů. Konkrétně se zaměřuje na využití umělých neuronových sítí pro predikci trendu a na možnost aplikace genetických algoritmů k řešení problému optimalizace investičního portfolia. Obsahuje návrh řešení uvedených problémů v praxi. Návrhy jsou koncipovány ve formě modelů zpracovaných ve vývojovém prostředí Matlab.
|
|
|
Technical Analysis
Ondrušová, Denisa ; Žídková, Lucie (referee) ; Novotná, Veronika (advisor)
This master‘s thesis is focused on creating an application, which would suggest an optimal portfolio of shares from SPAD Stock Market Praha. The application is based on the CAPM model, which is also described in this paper. There is a calculation of securities characteristics and specific portfolio diversification is suggested. The application also allows a user to simulate investments based on his requirements.
|
|
|
Security Portfolio Optimalization
Roušavý, Jan ; Zerzánek, Ivan (referee) ; Sojka, Zdeněk (advisor)
Diploma thesis focuses on the issue of an appropriate selection of securities and the subsequent establishment of a portfolio of these securities. Follow detailed discussion about analysis of portfolio and investor’s preferences. Below is a description of the CAPM model, its assumptions and usage of this model to build a portfolio. Then there is the actual calculation of characteristics of securities traded on the Prague Stock Exchange and on the basis of these calculations is made the proposal of several portfolios and their evaluation.
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