Thesis Details

Využití veřejných obchodních informací pro automatický trading

Bachelor's Thesis Student: Gráca Martin Academic Year: 2015/2016 Supervisor: Černocký Jan, prof. Dr. Ing.
English title
Usage of Public Business Information for Automatic Trading
Language
Czech
Abstract

In the era of modern technology and high performance computers, the classical trades model getting insufficient. For successful trading, generating stable profit, it is good to use modern technologies and opportunities. The main goal of this work is to develop a trading system based on modern technologies. This work uses public business data from Edgar database managed by U.S. Securities and Exchange Commission (SEC), historical share´s prices and recurrent neural network to create such model. The final system is able to trade successfully and generate profit.

Keywords

automatic trading, trading, stock exchange, market, neural network, recurrent neural network, prediction, fundamental analysis, SEC filings

Department
Department of Computer Graphics and Multimedia FIT BUT
Degree Programme
Information Technology
Files
Status
defended, grade C
Date
15 June 2016
Reviewer
Plchot Oldřich, Ing., Ph.D.
Committee
Černocký Jan, prof. Dr. Ing. (DCGM FIT BUT), předseda
Bidlo Michal, doc. Ing., Ph.D. (DCSY FIT BUT), člen
Drahanský Martin, prof. Ing., Dipl.-Ing., Ph.D. (DITS FIT BUT), člen
Rychlý Marek, RNDr., Ph.D. (DIFS FIT BUT), člen
Španěl Michal, Ing., Ph.D. (DCGM FIT BUT), člen
Citation
GRÁCA, Martin. Využití veřejných obchodních informací pro automatický trading. Brno, 2016. Bachelor's Thesis. Brno University of Technology, Faculty of Information Technology. 2016-06-15. Supervised by Černocký Jan. Available from: https://www.fit.vut.cz/study/thesis/19001/
BibTeX 
@bachelorsthesis{FITBT19001,
    author = "Martin Gr\'{a}ca",
    type = "Bachelor's thesis",
    title = "Vyu\v{z}it\'{i} ve\v{r}ejn\'{y}ch obchodn\'{i}ch informac\'{i} pro automatick\'{y} trading",
    school = "Brno University of Technology, Faculty of Information Technology",
    year = 2016,
    location = "Brno, CZ",
    language = "czech",
    url = "https://www.fit.vut.cz/study/thesis/19001/"
}

Theses

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