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The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market
Vaško, Jan ; Kříž, Jiří (referee) ; Dostál, Petr (advisor)
Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool to support decision making in business. The Matlab software is used for this purpose. The work is divided into three parts. The first part deals with theoretical knowledge, brief description of the current situationin is covered in a second part and the theoretical solutions are applied to the system in the third section.
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Prediction of Exchange Rate Movements on Forex
Balog, Miroslav ; Menšík, Jakub (referee) ; Budík, Jan (advisor)
The thesis deals with the possibility of prediction of the exchange rate on forex. The combination of Elliott wave principle and Fibonacci numbers examines to what extent and in what time periods it is possible to predict exchange rate. The thesis use fundamental analysis and MACD oscillator to confirm the accuracy of this prediction.
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Design and Implementation of Automatic Trading System for Exchange Market
Doležal, Radek ; Jahoda, Michal (referee) ; Budík, Jan (advisor)
The subject of this diploma thesis is a design and implementation of an automated trading system for the forex market. It includes an analysis of the main concepts and methods of technical analysis and money management, which constitute an essential theoretical basis for the subsequent practical design of an automatic system. The objective of this work is a development of an automated trading system whose robustness and stability is tested by a walk forward analysis.
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Mathematical Methods in Economics
Hrkeĺ, Jan ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
In my bachelor thesis, I deal with the topic of mathematical methods in economics. I focus on investing the company's free capital in cryptocurrencies, which is illustrated with the help of selected strategies. In the first part of the work, I explain the technical and fundamental requirements of cryptocurrencies, its most important representatives and technical analysis based on mathematical and statistical methods. In the practical part, I analyze four selected cryptocurrencies on two different investment strategies, which are then evaluated.
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Testing of Indicators for Technical Analysis in Stock Market Trading
Melichar, Josef ; Žák, Jakub (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with testing indicators of technical analysis and their behavior with different kinds of market. In this thesis we tested simple moving averages, exponential moving averages, relative strength index indicator, MACD indicator, and stochastic indicator. At the end we tested a combined indicator, and that was stochastic with MACD. We created an automatic trading system for each of these indicators. From the results we can find out, that by optimizing the technical indicators we can get satisfying results by increasing the profitability. Indicators that seemed non-profitable were in fact profitable after the optimization. However testing parameters of indicators of technical analysis alone is not enough to make a stable profit.
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Mathematical Methods in Economics
Hrkeĺ, Jan ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
In my bachelor thesis, I deal with the topic of mathematical methods in economics. I focus on investing the company's free capital in cryptocurrencies, which is illustrated with the help of selected strategies. In the first part of the work, I explain the technical and fundamental requirements of cryptocurrencies, its most important representatives and technical analysis based on mathematical and statistical methods. In the practical part, I analyze four selected cryptocurrencies on two different investment strategies, which are then evaluated.
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How Rewarding Is Technical Analysis? Evidence from Central and Eastern European Stock Markets
Hrušová, Ivona ; Teplý, Petr (advisor) ; Princ, Michael (referee)
This thesis assesses whether technical analysis can generate substantial profits in Central and Eastern European stock markets with a special focus on the Prague Stock Exchange. It investigates a well established trend follower MACD as well as a counter- trend indicator stochastic oscillator and relative strength index and introduces test statistics and bootstrap methodology in order to explore the profitability of these technical trading rules. The empirical results suggest that rewards of technical analysis differ according to individual stock markets. Whereas both indicators considered are found to yield significantly positive returns especially in the Bucharest and Prague Stock Exchanges, but have no predictive power on the Frankfurt Stock Exchange. The findings raise a question about the efficiency of the less developed stock markets.
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