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Algorithmic Trading Using Artificial Neural Networks
Poláček, Samuel ; Beneš, Karel (referee) ; Szőke, Igor (advisor)
Algorithmic trading of many kinds of assets is not a new field at all. Domain of neural networks provides many tools, which are usefull in this field. This bachelor thesis discusses cryptocurrency trading algorithms using artificial neural network. In theoretical section of this thesis the basic theory and terms the stock market trading is based on is discussed. After the basic idea of cryptocurrencies is defined and used technical tools are introduced, the practical section starts. Sufficient configuration of neural network topology and hyperparameters values are obtained by many experiments. Subsequently after many experiments with indicators of technical analysis, acceptable neural network input configuration is obtained. Created neural network model combined with defined trading strategy generates profit.
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Use of Neural Networks for the Stiffness Calculation of a Spur Gear Transmission
Planka, Michal ; Krpalek, David (referee) ; Lošák, Petr (advisor)
The aim of this master's thesis is to build artificial neural network that is able to calculate varying single tooth-pair mesh stiffness of spur gear for given input parameters. The training set for this network was determined by computational modelling by finite element method. Therefore, creating of computational model and mesh stiffness calculating were a partial aim of this thesis. Input parameters for stiffness calculation were number of driving and driven gear teeth and gear loading. Creating of computational model and performing series of simulations was followed by creating artificial neural network. Multilayer neural network with backpropagation training was chosen as a type of the network. Created neural network is sufficiently efficient and can determine varying mesh stiffness in input set range for learned input parameters and for values of parameters that are not included in training set as well. This neural network can be used for varying single tooth-pair mesh stiffness estimation in input set range.
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RAW image debayerization using deep neural network
Balušík, Peter ; Myška, Vojtěch (referee) ; Rajmic, Pavel (advisor)
Táto práca sa zaoberá problémom debayerizácie a to konkrétne debayerizáciou pomocou deep image prior. Deep image prior (DIP) je koncept riešenia bežných rekonštrukčných problémov použitím netrénovaných konvolučných neurónových sietí. Jedinou vstupnou informáciou je obrázok, ktorý bol nejakým spôsobom poškodený. Cieľom tejto práce je zistiť, či je DIP použitelná metóda na problémy debayerizácie. Taktiež bola navrhnutá nová debayerizačná metóda založená na DIP a porovnaná s bežnými debayerizačnými metódami. Rôzne mozaikové farebné filtre (CFAs) boli otestované na zistenie plného potenciálu navrhnutej metódy. Číselné porovnanie bolo spravené použitím rôznych metód hodnotenia. Na základne tohto porovnania, zvolená metóda preukázala podobné, v niektorých prípadoch aj lepšie, výsledky ako Malvarova debayerizačná metóda. Vizuálne, navrhovaná metóda ukázala podobné výsledky k najkvalitnejšej metóde v experimentoch – Menonovej debayerizačnej metóde. Dodatočne, spriemerovanie posledných pár obrázkov optimizačného procesu prinieslo pozitívne výsledky vzhľadom na číselné porovnanie. Aj keď navrhovaná metóda priniesla zaujímavé výsledky, ukázalo sa, že je mimoriadne výpočetne náročná v porovnaní s ďaľšími bežnými debayerizačnými metódami.
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Algorithmic Trading Using Artificial Neural Networks
Poláček, Samuel ; Beneš, Karel (referee) ; Szőke, Igor (advisor)
Algorithmic trading of many kinds of assets is not a new field at all. Domain of neural networks provides many tools, which are usefull in this field. This bachelor thesis discusses cryptocurrency trading algorithms using artificial neural network. In theoretical section of this thesis the basic theory and terms the stock market trading is based on is discussed. After the basic idea of cryptocurrencies is defined and used technical tools are introduced, the practical section starts. Sufficient configuration of neural network topology and hyperparameters values are obtained by many experiments. Subsequently after many experiments with indicators of technical analysis, acceptable neural network input configuration is obtained. Created neural network model combined with defined trading strategy generates profit.
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Use of Neural Networks for the Stiffness Calculation of a Spur Gear Transmission
Planka, Michal ; Krpalek, David (referee) ; Lošák, Petr (advisor)
The aim of this master's thesis is to build artificial neural network that is able to calculate varying single tooth-pair mesh stiffness of spur gear for given input parameters. The training set for this network was determined by computational modelling by finite element method. Therefore, creating of computational model and mesh stiffness calculating were a partial aim of this thesis. Input parameters for stiffness calculation were number of driving and driven gear teeth and gear loading. Creating of computational model and performing series of simulations was followed by creating artificial neural network. Multilayer neural network with backpropagation training was chosen as a type of the network. Created neural network is sufficiently efficient and can determine varying mesh stiffness in input set range for learned input parameters and for values of parameters that are not included in training set as well. This neural network can be used for varying single tooth-pair mesh stiffness estimation in input set range.
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