Algoritmické obchodování na burze s využitím umělých neuronových sítí

Autor: Šeda, Jan
Jazyk: čeština
Rok vydání: 2016
Předmět:
Druh dokumentu: masterThesis
Popis: The capability to be able to determine the future progression on the worlds stock exchange is an important issue, which has become discernible in the last decades. An important role of this progression lies within the fast advancements in computerized technology. Aforementioned document describes a mechanism used for prediction of the future price of a certain stock. The strategy of trading is build upon this mechanism, and the core of this prediction system is an artificial neural network. Inputs used in this network are indicators derived from technical analysis. This trading system was implemented into historical trades and successfully tested.
Databáze: Networked Digital Library of Theses & Dissertations