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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Statistical Analysis of High-Frequency Financial Time Series
 Langer, Roman ; Bartík, Vladimír (referee) ; Kreslíková, Jitka (advisor)
The goal of this Master's thesis is to analyze financial data by focusing primarily on the search of market inefficiencies that may lead to capitalization of found anomalies. The data comes from various sources and they need to be preprocessed. The analysis is based on high frequency time series statistical methods. The resultant characteristics are visualized.
Detailed record
Statistical Analysis of High-Frequency Financial Time Series
 Langer, Roman ; Bartík, Vladimír (referee) ; Kreslíková, Jitka (advisor)
The goal of this Master's thesis is to analyze financial data by focusing primarily on the search of market inefficiencies that may lead to capitalization of found anomalies. The data comes from various sources and they need to be preprocessed. The analysis is based on high frequency time series statistical methods. The resultant characteristics are visualized.
Detailed record

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