keywords:"VIX" - Search Results - Digital Repository

guest :: login Digital Repository
		Search		Submit		Help		About

Home > Search Results: keywords:"VIX"

Search:

Search Tips :: Advanced Search

Search collections:

Sort by:	Display results:	Output format:

	The Use of Means of Artificial Intelligence for the Decision Making Support on Financial Markets Miklósy, Jiří ; Budík, Jan (referee) ; Dostál, Petr (advisor) Tato práce se zabývá návrhem, realizací a optimalizací systému určenímu k obchodování na finančních trzích, konkrétně s technologickými firmami trhu NASDAQ. K tomuto účelu jsou využívány technické indicatory a hlavně neuronových sítí. Vlastní řešení je pak realizováno v prostředi MATLAB. Detailed record
	Influence of stock market variables on correlations among S&P sectors Coufal, Matěj ; Čech, František (advisor) ; Baruník, Jozef (referee) This thesis investigates the influence of the exogenous variables (S&P 500 Index, 10-year US Treasury Note, crude oil, and CBOE Volatility Index (VIX)) on the dynamics of correlations among S&P sectors. We concentrate on daily and weekly investment horizons, and employ the bivariate Dynamic Conditional Correlation (DCC) model. Changes in correlations implied by the DCC model are further modelled using the exogenous variables. The results indicate that VIX has the best ability to predict future changes in correlations. An increase in VIX on day (week) t is expected to cause a rise in correlations on day (week) t + 1. Next, correlations of the Energy sector tend to increase in weeks when crude oil prices are falling. Further, correlations of the Information Technology sector are likely to increase on days of rising yield on the 10-year US Treasury Note. Although we detect a certain power to predict future changes in correlations, very little of these changes is actually explained. 1 Detailed record
	The Use of Means of Artificial Intelligence for the Decision Making Support on Financial Markets Miklósy, Jiří ; Budík, Jan (referee) ; Dostál, Petr (advisor) Tato práce se zabývá návrhem, realizací a optimalizací systému určenímu k obchodování na finančních trzích, konkrétně s technologickými firmami trhu NASDAQ. K tomuto účelu jsou využívány technické indicatory a hlavně neuronových sítí. Vlastní řešení je pak realizováno v prostředi MATLAB. Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.

Digital Repository :: :: :: ::
Powered by v1.1.2
Maintained by

This site is also available in the following languages:
Česky English