Thesis Details

Využití strojového učení pro predikci vývoje trhu

Bachelor's Thesis Student: Klhůfek Michal Academic Year: 2016/2017 Supervisor: Holkovič Martin, Ing.
English title
Use Machine Learning to Predict Future Market Prices
Language
Czech
Abstract

This thesis discusses a market prediction system based on the data obtained from the historic tranzaction. The main goal was to use the techniques of technical analysis to create a more accurate estimation of market behavior in the future. The data obtained from the current state of the market are compared with the historical market values using the algorithms for the classification of data from the field of learning. Based on individual algorithms, the software was designed to try to match the two sets of data as closely as possible. Testing took place on a dataset that represented the past market enthusiasm, and how much the overall system is performing.

Keywords

financial markets, technical analysis, Dow theory, data classification, Jaccard index

Department
Department of Information Systems FIT BUT
Degree Programme
Information Technology
Files
Status
defended, grade C
Date
14 June 2017
Reviewer
Trchalík Roman, Mgr., Ph.D.
Committee
Hruška Tomáš, prof. Ing., CSc. (DIFS FIT BUT), předseda
Kočí Radek, Ing., Ph.D. (DITS FIT BUT), člen
Novák Michal, doc. RNDr., Ph.D. (DMAT FEEC BUT), člen
Smrž Pavel, doc. RNDr., Ph.D. (DCGM FIT BUT), člen
Vašíček Zdeněk, doc. Ing., Ph.D. (DCSY FIT BUT), člen
Citation
KLHŮFEK, Michal. Využití strojového učení pro predikci vývoje trhu. Brno, 2017. Bachelor's Thesis. Brno University of Technology, Faculty of Information Technology. 2017-06-14. Supervised by Holkovič Martin. Available from: https://www.fit.vut.cz/study/thesis/19996/
BibTeX 
@bachelorsthesis{FITBT19996,
    author = "Michal Klh\r{u}fek",
    type = "Bachelor's thesis",
    title = "Vyu\v{z}it\'{i} strojov\'{e}ho u\v{c}en\'{i} pro predikci v\'{y}voje trhu",
    school = "Brno University of Technology, Faculty of Information Technology",
    year = 2017,
    location = "Brno, CZ",
    language = "czech",
    url = "https://www.fit.vut.cz/study/thesis/19996/"
}

Theses

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