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Use of Time Series for Technical Analysis of Shares
Hela, Michael ; Novotná, Veronika (referee) ; Doubravský, Karel (advisor)
This master's thesis deals with the analysis of selected rates of shares by using statistical methods including regression analysis and analysis of time series. Using moving averages as technical indicators in technical analysis of securities to predict the future development of rates of shares and finding buy and sell signals that these indicators generate. The results of this work are suggestions for stock trading based on the use of these methods.
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Pattern Finding in Dymanical Data
Budík, Jan ; Hynčica, Ondřej (referee) ; Honzík, Petr (advisor)
First chapter is about basic information pattern learning. Second chapter is about solutions of pattern recognition and about using artificial inteligence and there are basic informations about statistics and theory of chaos. Third chapter is focused on time series, types of time series and preprocessing. There are informations about time series in financial sector. Fourth charter discuss about pattern recognition problems and about prediction. Last charter is about software, which I did and there are informations about part sof program.
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The development of mortality in Western European countries and former Eastern Bloc countries
Zahrádková, Dita ; Dotlačilová, Petra (advisor) ; Fučíková, Simona (referee)
The aim of this bachelor thesis is to analyse and compare the development of mortality in Western European countries and former Eastern Bloc countries from 1960 to 2013. The theoretical part describes basic indicators of mortality and algorithm for calculation of complete life tables. Age-specific death rates which are part of the life tables were equalized by using moving averages and Gompertz-Makeham function. The practical part of this thesis focuses on comparing selected countries in terms of development of infant mortality rate without distinction of sex. However, the development of infant mortality rate is also traced separately for boys and for girls here thanks to which we can watch changes in the trend of male's excess mortality. This thesis also includes comparison of life expectancy development at birth and life expectancy at higher ages in individual countries and finds out the influence of the communist regime on selected demographic indicators.
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Analysis of selected indicators on stock market
BUREŠ, Otto
In this work was evaluated the effectiveness of artificial neural networks in trading on the stock markets. The subject of the work was the process of optimizing parameters of artificial neural networks, the resulting predictive efficiency was determined on the basis of the application being optimized parameters of neural networks.
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Analysis of the applicability of each method valuation of shares on the stock exchange
VACKOVÁ, Lenka
The aim of the thesis was assess the usefulness of different methods of technical and fundamental analysis in the trading of securities on the stock exchange. Choose the appropriate investment strategy for a particular industry.First has been performed a calculation of the theory efficient markets. For this purpose has been used two tests, correlation tests and runs test. The theory of market efficiency was demonstrated. But still has been performed the calculation of active strategies.Then was made the technical analysis. We used moving averages and oscillators, RSI, ROC and momentum. Based on these tests, we can´t select an appropriate investment strategy.Final test was carry out with using fundamental analysis. Fundamental analysis consist from testing addiction of revenue at coefficient alfa. Sector services shown 0. And at other sectors amount to possitive values. In last of all I advised pasive strategy.
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Use of statistical tools to evaluate the economic success of company
Sirota, Sergej ; Löster, Tomáš (advisor) ; Bílková, Diana (referee)
The aim of this thesis is to evaluate the economic success of selected company with the tools of financial analysis and well established statistical methods. For each company, it is important to know their financial situation -- that how company is in the fact. It must be all important items in the financial statements put into context and to know their development. This is important, because company could in time make the right decisions and set the right goals for the future. The first chapter will be devoted to financial analysis, where will be done different calculations of the important indicators to show the financial situation of company. The second chapter will be devoted to the analysis of time series of indicators of net profit, equity and short-term liabilities.
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The Application of the Technical Analysis Based on Moving Averages (Example of the EUR/USD Exchange Rate - the Data with the Daily and Hourly Frequency)
Ketzer, Jaroslav ; Mandel, Martin (advisor) ; Kuncl, Martin (referee)
This bachelor thesis is focused on the application of the technical analysis in the foreign exchange market. It describes assumptions of the technical analysis, defines basic concepts connected with the technical analysis and with the foreign exchange market and specifies basic principles of the technical analysis. The predominant part of this thesis is devoted to moving averages and indicators based on moving averages. Its objective is to describe mathematically correct process of their calculation, reasons for expecting profitability of this indicators and basic ways to use. An assessment and a comparison of these indicators is conducted on analysis results of the foreign exchange development of the EUR/USD currency pair in the years 2007-2010.
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Testing of methods of the technical analysis on foreign exchange market
Rajča, Tomáš ; Taušer, Josef (advisor) ; Žamberský, Pavel (referee)
This thesis is focused on selected methods of the technical analysis and their application on foreign exchange rate. The goal is to evaluate the usability of individual methods in the field of foreign exchange market. The main emphasis is on moving averages, but also other methods are tested. For the purpose of evaluation is used the profitability of tested methods or other suitable characteristics. The methods of technical analysis are theoretically described in the first part of this thesis and in the second part follows their testing with the use of real data and the evaluation of their performance.
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Optimized testing of utilization of indicators for technical analysis on selected equities from SPAD
Novotný, Josef ; Veselá, Jitka (advisor)
The purpose of this diploma thesis is a testing of utilization of the indicators for technical analysis on selected equities from SPAD. The main aim of this thesis is to answer whether the trading based on the indicators of technical analysis could be profitable particularly for an ordinary investor in the time of the financial crises. For this purpose there were used equity rates for ČEZ, Komerční banka, Philip Morris ČR and Telefónica O2C.R.. Analyzed period is divided into two parts. Parameters of the indicators are tested in the first period from 2002 to 2006 and the calculated optimized parameters are used in the second period from 2002 to March of 2009.
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Technická analýza vybraných akciových titulů
Polaková, Soňa ; Radová, Jarmila (advisor)
Cílem této práce je analyzovat vývoj kurzů zvolených akcií za posledních 18 měsíců a prostřednictvím optimalizovaných parametrů funkcí jednotlivých nástrojů (klouzavých průměrů, oscilátorů a objemových indikátorů) zhodnotit, zda je vybraná metoda výhodnou investicí a zda umožňuje v následujících 6 měsících dosáhnout většího výnosu než prostá metoda Buy and Hold.
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