Thesis Details

Algoritmické obchodování na burze s využitím umělých neuronových sítí

Bachelor's Thesis Student: Červíček Karel Academic Year: 2015/2016 Supervisor: Szőke Igor, Ing., Ph.D.
English title
Algorithmic Trading Using Artificial Neural Networks
Language
Czech
Abstract

Forex is the biggest foreign exchange market. Thanks to high liquidity it is a good candidate for intraday trading with certain trading strategies based on technical and fundamental analysis.Trading strategies can be proposed for automatic algorithmic trading.Strategy in this article is designed with a neural network that holds positions as approximator of time series data based on the exchange rate, which can predict the future.

Keywords

machine learning, algorithmic trading, Forex, Artificial neural network, prediction, technical analysis

Department
Department of Computer Graphics and Multimedia FIT BUT
Degree Programme
Information Technology
Files
Status
defended, grade A
Date
13 June 2016
Reviewer
Glembek Ondřej, Ing., Ph.D.
Committee
Zbořil František, doc. Ing., Ph.D. (DITS FIT BUT), předseda
Burget Lukáš, doc. Ing., Ph.D. (DCGM FIT BUT), člen
Křivka Zbyněk, Ing., Ph.D. (DIFS FIT BUT), člen
Rozman Jaroslav, Ing., Ph.D. (DITS FIT BUT), člen
Strnadel Josef, Ing., Ph.D. (DCSY FIT BUT), člen
Citation
ČERVÍČEK, Karel. Algoritmické obchodování na burze s využitím umělých neuronových sítí. Brno, 2016. Bachelor's Thesis. Brno University of Technology, Faculty of Information Technology. 2016-06-13. Supervised by Szőke Igor. Available from: https://www.fit.vut.cz/study/thesis/18234/
BibTeX 
@bachelorsthesis{FITBT18234,
    author = "Karel \v{C}erv\'{i}\v{c}ek",
    type = "Bachelor's thesis",
    title = "Algoritmick\'{e} obchodov\'{a}n\'{i} na burze s vyu\v{z}it\'{i}m um\v{e}l\'{y}ch neuronov\'{y}ch s\'{i}t\'{i}",
    school = "Brno University of Technology, Faculty of Information Technology",
    year = 2016,
    location = "Brno, CZ",
    language = "czech",
    url = "https://www.fit.vut.cz/study/thesis/18234/"
}

Theses

Back to top