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Intelligent System for Generating and Analysis of Trading Recommendations on Financial Markets
Martinský, Ondrej ; Hrubý, Martin (referee) ; Zbořil, František (advisor)
This master thesis deals with the price prediction on financial markets. It describes automated trading systems based on technical analysis and discusses a soft computing approach to construction of such systems. Also, this thesis combines conventional trading strategies with the fuzzy logic. The practical part of this thesis contains also a framework for composing, simulation and analysis of the automated trading strategies. The simulator contained in this framework is implemented in the Java language and based on DEVS formalism. Because of this, there is a possibility to embed real-time components into the trading model. This work contains also a database of historical financial data and tools for their automatic actualization.
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Code Generation from Object Oriented Petri Nets
Kelemen, Erik ; Janoušek, Vladimír (referee) ; Kočí, Radek (advisor)
This thesis focuses on transformation model described by object oriented Petri net to sequence diagram, which allows reverse mapping to original description. As a solution is used discrete simulation of model described in PNtalk language. Result of work is fully automated generator, which generates sequence diagram according to gathered data from simulation. Generator aims for minimal loss of relevant information and presenting valid sequence diagram.
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Code Generation from Object Oriented Petri Nets
Kelemen, Erik ; Janoušek, Vladimír (referee) ; Kočí, Radek (advisor)
This thesis focuses on transformation model described by object oriented Petri net to sequence diagram, which allows reverse mapping to original description. As a solution is used discrete simulation of model described in PNtalk language. Result of work is fully automated generator, which generates sequence diagram according to gathered data from simulation. Generator aims for minimal loss of relevant information and presenting valid sequence diagram.
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Intelligent System for Generating and Analysis of Trading Recommendations on Financial Markets
Martinský, Ondrej ; Hrubý, Martin (referee) ; Zbořil, František (advisor)
This master thesis deals with the price prediction on financial markets. It describes automated trading systems based on technical analysis and discusses a soft computing approach to construction of such systems. Also, this thesis combines conventional trading strategies with the fuzzy logic. The practical part of this thesis contains also a framework for composing, simulation and analysis of the automated trading strategies. The simulator contained in this framework is implemented in the Java language and based on DEVS formalism. Because of this, there is a possibility to embed real-time components into the trading model. This work contains also a database of historical financial data and tools for their automatic actualization.
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