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Portfolio Diversification through Investment in Stock Indices
Křižka, Adam ; Ryndová, Jitka (referee) ; Rejnuš, Oldřich (advisor)
The diploma thesis focuses on the design of suitable stock exchange indices for portfolio diversification. The essence and principle of functioning of financial markets and investment funds is presented. According to suitable indicators, stock exchange indices are analyzed and compared with the market. Suitable indices are verified by means of correlation analysis and subsequently recommended to diversify the portfolios of investment funds managed through the investment company.
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The use of artificial intelligence in the capital markets to reduce the risks of trading
Orság, Štěpán ; Budík, Jan (referee) ; Dostál, Petr (advisor)
This thesis deals with the prediction of trading at financial markets and by using the prediction is trying to reduce the risks of entering at the market. The prediction has been work out by using of artificial intelligence. The artificial intelligence is in this thesis represented by neural networks witch model and predict market behavior. The thesis contains a description of the financial markets, exchange trading and its analysis, and artificial intelligence methods. The main part of this thesis is a model for prediction of prices of a particular instrument. This model was developed in MATLAB and should serve as a support for making business decisions. Its aim is to predict the direction and magnitude of movement the price level for the next trading day. The output of this model is processed using the platform MetaTrader 4. At the end are evaluated possible gains from this solution.
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Trading on Stock Markets
Konečný, Pavel ; Smolík, Kamil (referee) ; Budík, Jan (advisor)
The Bachelor´s thesis deals with the issue of stock market trading from a starting trader (businessman) point of view. There is a therotical description of the issue in the fisrt part of the work. Several AOS strategies together with business software are tested in the practical part. After adaptation, some of the strategies showed profit.The contribution of the practical part is the possibility to put the profit making strategies into practice. It also makes it easier to choose business software and other tools.
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Portfolio Diversification through Investment in Stock Indices
Křižka, Adam ; Ryndová, Jitka (referee) ; Rejnuš, Oldřich (advisor)
The diploma thesis focuses on the design of suitable stock exchange indices for portfolio diversification. The essence and principle of functioning of financial markets and investment funds is presented. According to suitable indicators, stock exchange indices are analyzed and compared with the market. Suitable indices are verified by means of correlation analysis and subsequently recommended to diversify the portfolios of investment funds managed through the investment company.
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Impact of sovereign debt crisis in Greece on its neighboring countries
Papoušek, Radan ; Geršl, Adam (advisor) ; Kuc, Matěj (referee)
In this thesis, I analyze contagious effects stemming from Greece to Bulgaria, Cyprus, Italy, and Turkey during the Greek sovereign debt crisis. Using the VAR framework, I estimate adjusted cross-market correlation coefficients, and then test them on con- tagion. My research is based on examination of 10-year sovereign bonds and stock market indices in time period spanning from December 2004 to August 2012. The thesis finds that contagious impacts arising from the Greek crisis were present in all the examined countries. I also find significant interdependence among some of the examined countries. The existence of transmission channels suggests that the crisis could spread easily from Greece.
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Trading on Stock Markets
Konečný, Pavel ; Smolík, Kamil (referee) ; Budík, Jan (advisor)
The Bachelor´s thesis deals with the issue of stock market trading from a starting trader (businessman) point of view. There is a therotical description of the issue in the fisrt part of the work. Several AOS strategies together with business software are tested in the practical part. After adaptation, some of the strategies showed profit.The contribution of the practical part is the possibility to put the profit making strategies into practice. It also makes it easier to choose business software and other tools.
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The use of artificial intelligence in the capital markets to reduce the risks of trading
Orság, Štěpán ; Budík, Jan (referee) ; Dostál, Petr (advisor)
This thesis deals with the prediction of trading at financial markets and by using the prediction is trying to reduce the risks of entering at the market. The prediction has been work out by using of artificial intelligence. The artificial intelligence is in this thesis represented by neural networks witch model and predict market behavior. The thesis contains a description of the financial markets, exchange trading and its analysis, and artificial intelligence methods. The main part of this thesis is a model for prediction of prices of a particular instrument. This model was developed in MATLAB and should serve as a support for making business decisions. Its aim is to predict the direction and magnitude of movement the price level for the next trading day. The output of this model is processed using the platform MetaTrader 4. At the end are evaluated possible gains from this solution.
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An Interrelationship Between Stock Indices
Křepelová, Marika ; Pánková, Václava (advisor) ; Ráčková, Adéla (referee)
This work analyzes an interrelationship between stock indices S&P 500, FTSE 100, DAX, HSI, Nikkei, BSI and PX in a time period from September 2004 till March 2010. Such an interrelationship has already been examined and a dominating position of American indices has been found. This influence was stronger during a financial crisis. Because the examined time period covers both financial crisis and the period before, the work studies their interrelationship in the whole period and at the end in the time period before financial crisis. The influence of one stock index on the other can be cause by several factors: (i) dominance of influencing stock index, (ii) efficient market and (iii) financial crisis. As the reaction of stock index is evoked from new information, the intention of this work is to take into account nonsychronous trading of stocks exchanges. Therefore I explored those exchange stocks closing earlier than the others start in two ways by respecting the time lag and by non-respecting the time lag. The interrelationship between the indices was modeled with help of VAR models and proved by Granger causality test.
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