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The Proposal of Marketing Management of Company
Dojmazov, Petr ; Ing. Lucie Zumrová, Ph.D (referee) ; Šimberová, Iveta (advisor)
The goal of this diploma thesis is the analysis of current situation of communication agency Aetna, s.r.o., and following suggestion of a suitable strategy, which should provide successful development of the company and its implementation in the market of communication agencies. The emphasis was put especially on the analysis of the current situation and on the basis of its evaluation, new vision and new direction for the agency to follow in order to be successful and competitive even in the future.
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Automated Trading System for Commodity Markets
Kliment, Vojtěch ; Novotná, Veronika (referee) ; Budík, Jan (advisor)
This master’s thesis primary deals with a design and a development of own automated trading system which is specialized for commodity markets, especially corn, soybean, wheat and slightly for gold. You can find theoretical basics of technical analysis here, then technical indicators, risk management and trading systems themselves. System is completely designed and programmed in MetaTrader trading platform with using programming language MQL and genetic algorithms. The output of this thesis is portfolio containing six trading strategies which achieved totally 42,4 % increase in three months at the end of year 2014.
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The Use of Artificial Intelligence on Commodity Markets
Volf, Petr ; Geroč, Ján (referee) ; Dostál, Petr (advisor)
Tato diplomová práce se zabývá problematikou obchodování na komoditních trzích. Řešení problematiky spočívá ve využití umělé inteligence, konkrétně neuronových sítí, k technické analýze vývoje ceny vybrané komodity a snaze o co nejpřesnější predikci budoucího vývoje ceny pro podporu investičního rozhodování. Model neuronové sítě je vytvořen a použit pro predikci v programu MATLAB.
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Application of Statistical Methods for Trading in the Currency and Commodity Market
Kepák, Jakub ; Chalásová, Kristýna (referee) ; Doubravský, Karel (advisor)
The topic of Bachelor's thesis "Application of statistical methods for trading in the currency and commodity market" is a practical utilization of statistical methods, also known under the term "technical analysis", for trading in financial or commodity market. Thesis is divided into three main chapters. The first chapter contains theoretical ground for understanding the practical part. The second chapter contains the execution of simulation of strategies on historical data. In the final chapter of the thesis, a suggestion for improvement of the results is placed. The thesis aims to evaluate the results of strategies and proposes suggestions for their improvement.
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Commodity Connectedness: Short-run Versus Long-run
Jurka, Vojtěch ; Baruník, Jozef (advisor) ; Buzková, Petra (referee)
Commodity Connectedness: Short-run Versus Long-run Vojtěch Jurka Bachelor Thesis, IES FSV UK, 2018 The thesis contributes to empirical literature that studies volatility spillovers among the commodity and equity market, focusing on short-term and long-term linkages between them. Studying the persistence of volatility transmission is helpful for understanding the information flow, which is crucial for risk management and regulators. The persistence of volatility linkages represents how quickly information can be processed by markets. In this work, we explain the theoretical background of connectedness measures proposed by Diebold and Yilmaz (2012) and show the relationship with measures defined in the frequency domain by Baruník and Křehlík (2018), that allows us to distinguish between short and long persistent shocks in volatility of markets. We continue with the analysis of volatility transmission among stock market and key commodities which represents various sectors of the commodity market. Our first key finding is that in the period 1993- 2015 spillovers among markets more than doubled and persistence of connections have increased. Using a rolling sample over 250 days, we evaluate rich dynamics of connections between equity and commodity sectors. The dynamic analysis reveals that the global financial...
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Commodity Connectedness: Short-run Versus Long-run
Jurka, Vojtěch ; Baruník, Jozef (advisor) ; Buzková, Petra (referee)
Commodity Connectedness: Short-run Versus Long-run Vojtěch Jurka Bachelor Thesis, IES FSV UK, 2018 The thesis contributes to empirical literature that studies volatility spillovers among the commodity and equity market, focusing on short-term and long-term linkages between them. Studying the persistence of volatility transmission is helpful for understanding the information flow, which is crucial for risk management and regulators. The persistence of volatility linkages represents how quickly information can be processed by markets. In this work, we explain the theoretical background of connectedness measures proposed by Diebold and Yilmaz (2012) and show the relationship with measures defined in the frequency domain by Baruník and Křehlík (2018), that allows us to distinguish between short and long persistent shocks in volatility of markets. We continue with the analysis of volatility transmission among stock market and key commodities which represents various sectors of the commodity market. Our first key finding is that in the period 1993- 2015 spillovers among markets more than doubled and persistence of connections have increased. Using a rolling sample over 250 days, we evaluate rich dynamics of connections between equity and commodity sectors. The dynamic analysis reveals that the global financial...
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