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National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Portfolio Optimization Using Metaheuristics
 Haviar, Martin ; Doubravský, Karel (referee) ; Budík, Jan (advisor)
This thesis deals with design and implementation of an investment model, which applies methods of Post-modern portfolio theory. Particle swarm optimization (PSO) metaheuristic was used for portfolio optimization and the parameters were analyzed with several experiments. Johnsons SU distribution was used for estimation of future returns as it proved to be the best of analyzed distributions. The result is software application written in Python, which is tested for stability and performance of model in extreme situations.
Detailed record
Fuzzy Logic and the Prediction of Stock Market
 Haviar, Martin ; Vrábel, Lukáš (referee) ; Petřík, Patrik (advisor)
This thesis deals with fuzzy logic, fuzzy systems and fuzzy neural networks used for prediction of stock market. Thesis contains design and implementation description of application for stock market forecast.
Detailed record
Portfolio Optimization Using Metaheuristics
 Haviar, Martin ; Doubravský, Karel (referee) ; Budík, Jan (advisor)
This thesis deals with design and implementation of an investment model, which applies methods of Post-modern portfolio theory. Particle swarm optimization (PSO) metaheuristic was used for portfolio optimization and the parameters were analyzed with several experiments. Johnsons SU distribution was used for estimation of future returns as it proved to be the best of analyzed distributions. The result is software application written in Python, which is tested for stability and performance of model in extreme situations.
Detailed record

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