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The Use of Artificial Intelligence on Stock Market
Lajczyk, Pavel ; Budík, Jan (referee) ; Dostál, Petr (advisor)
This master's thesis deals with artificial neural networks and possibilities of their use on stock market. In next chapters of this thesis there are provided design and implementation of stock prices prediction tool. The implementation is done with use of the MATLAB software. The created prediction tool is then tested in a simple trading simulation and achieved results are discussed in the end
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The Use of Artificial Intelligence on Stock Market
Skočík, Michal ; Pekárek, Jan (referee) ; Budík, Jan (advisor)
Diploma thesis is focused on problematics of artificial neural networks and their usage on capital markets. There is a software created as a part of this diploma thesis which can load input data and create neural network that serves for share price forecast. This program is created in numerical computing environment MATLAB. Created neural network is tested under simulation of business model. Results are discussed upon examination of results of simulation.
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Prediction of Time Series Using Statistical Methods
Beluský, Ondrej ; Bidlo, Michal (referee) ; Schwarz, Josef (advisor)
Many companies consider essential to obtain forecast of time series of uncertain variables that influence their decisions and actions. Marketing includes a number of decisions that depend on a reliable forecast. Forecasts are based directly or indirectly on the information derived from historical data. This data may include different patterns - such as trend, horizontal pattern, and cyclical or seasonal pattern. Most methods are based on the recognition of these patterns, their projection into the future and thus create a forecast. Other approaches such as neural networks are black boxes, which uses learning.
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Financial Evaluation of a Company
Štoudková, Julie ; Oulehla, Jiří (referee) ; Luňáček, Jiří (advisor)
The bachelor’s thesis will focus on the evaluation of the financial situation of three selected companies from different sectors and their impact on covid measures in the short term. The work will contain a theoretical and practical part. The theoretical part will list all the theoretical background needed to achieve the main goal of the work. In the practical part, an analysis of three companies in the years 2017-2020 will be performed using the methods listed in the theoretical part. This analysis will be complemented by a bankruptcy and creditworthiness model and time series predictions. Subsequently, all the findings and summarized proposals for what companies should focus on effective company management are summarized.
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Evolutionary Prediction of Time Series
Křivánek, Jan ; Bidlo, Michal (referee) ; Sekanina, Lukáš (advisor)
This thesis summarizes knowledge in the field of time series theory, method for time series analysis and applications in financial modeling. It also resumes the area of evolutionary algorithms, their classification and applications. The core of this work combines these knowledges in order to build a system utilizing evolutionary algorithms for financial time series forecasting models optimization. Various software engineering techniques were used during the implementation phase (ACI - autonomous continual integration, autonomous quality control etc.) to ensure easy maintainability and extendibility of project by more developers.
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Reservoir Computing for Industrial Applications
Brhel, Jakub ; Bražina, Jakub (referee) ; Kovář, Jiří (advisor)
In this bachelor thesis, the field of reservoir computing and its application in the industrial sector is investigated. The main objective of the thesis is to verify the effectiveness and accuracy of the echo state network method in time series prediction. To achieve this objective, a dataset from a manufacturing machine is used and the echo state network algorithm is implemented. The results are analysed and are also compared with the results of previous studies in the field of reservoir computing.
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Financial Evaluation of a Company
Štoudková, Julie ; Oulehla, Jiří (referee) ; Luňáček, Jiří (advisor)
The bachelor’s thesis will focus on the evaluation of the financial situation of three selected companies from different sectors and their impact on covid measures in the short term. The work will contain a theoretical and practical part. The theoretical part will list all the theoretical background needed to achieve the main goal of the work. In the practical part, an analysis of three companies in the years 2017-2020 will be performed using the methods listed in the theoretical part. This analysis will be complemented by a bankruptcy and creditworthiness model and time series predictions. Subsequently, all the findings and summarized proposals for what companies should focus on effective company management are summarized.
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Stát blahobytu ve Spolkové republice Německo
Jadrná, Nikola
The aim of the bachelor thesis is to find out, how sustainable is the present welfare state in the Federal Republic of Germany. The development of the German welfare state is described from its beginning in the 19th century to its present form. The analysis of the welfare state's sustainability compares the development of government expenditures on social and retirement provision between 1991 and 2016 and the development of GDP between 1970 and 2017. These analyzes are complemented by a prediction of development over the next three or four years. It also takes into account the specificities of the divergent developments in the East and West Federal states. Part of the work is also estimated demographic development of the population. It has been found that there is a steady increase in social spending and, in particular, the growth of its most important item, pensions. In the meanwhile, the average age is increasing and decreasing birth rates, resulting in a change in the age structure of the population. These parameters represent in the future a prospect in the field of sustainability of the German welfare state.
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Evolutionary Prediction of Time Series
Křivánek, Jan ; Bidlo, Michal (referee) ; Sekanina, Lukáš (advisor)
This thesis summarizes knowledge in the field of time series theory, method for time series analysis and applications in financial modeling. It also resumes the area of evolutionary algorithms, their classification and applications. The core of this work combines these knowledges in order to build a system utilizing evolutionary algorithms for financial time series forecasting models optimization. Various software engineering techniques were used during the implementation phase (ACI - autonomous continual integration, autonomous quality control etc.) to ensure easy maintainability and extendibility of project by more developers.
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The Use of Artificial Intelligence on Stock Market
Skočík, Michal ; Pekárek, Jan (referee) ; Budík, Jan (advisor)
Diploma thesis is focused on problematics of artificial neural networks and their usage on capital markets. There is a software created as a part of this diploma thesis which can load input data and create neural network that serves for share price forecast. This program is created in numerical computing environment MATLAB. Created neural network is tested under simulation of business model. Results are discussed upon examination of results of simulation.
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