Thesis Details

Algoritmické obchodování na burze s využitím umělých neuronových sítí

Master's Thesis Student: Radoš Daniel Academic Year: 2016/2017 Supervisor: Szőke Igor, Ing., Ph.D.
English title
Algorithmic Trading Using Artificial Neural Networks
Language
Czech
Abstract

This master's thesis is focused on algorithmic trading on the forex market using artificial neural networks. In the introduction, there are generally described terms concerning the trading. Subsequently, in the following chapters, the thesis describes the theory of neural networks and their possible use. The practical part contains designed business strategies with neural networks. Inputs used in the network are indicators of technical analysis or directly price level. Business strategies have been implemented and tested. In the conclusion, there are summarized findings of individual business models.

Keywords

stock trading, artificial neural network, technical analysis, price action, algorithmic trading, forex

Department
Department of Computer Graphics and Multimedia FIT BUT
Degree Programme
Information Technology, Field of Study Management and Information Technologies
Files
Status
defended, grade C
Date
19 June 2017
Reviewer
Plchot Oldřich, Ing., Ph.D.
Committee
Kreslíková Jitka, doc. RNDr., CSc. (DIFS FIT BUT), předseda
Hrubý Martin, Ing., Ph.D. (DITS FIT BUT), člen
Chudý Peter, doc. Ing., Ph.D. MBA (DCGM FIT BUT), člen
Křivka Zbyněk, Ing., Ph.D. (DIFS FIT BUT), člen
Lucká Mária, prof. RNDr., Ph.D. (FIIT STU), člen
Vojnar Tomáš, prof. Ing., Ph.D. (DITS FIT BUT), člen
Citation
RADOŠ, Daniel. Algoritmické obchodování na burze s využitím umělých neuronových sítí. Brno, 2017. Master's Thesis. Brno University of Technology, Faculty of Information Technology. 2017-06-19. Supervised by Szőke Igor. Available from: https://www.fit.vut.cz/study/thesis/20140/
BibTeX 
@mastersthesis{FITMT20140,
    author = "Daniel Rado\v{s}",
    type = "Master'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 = 2017,
    location = "Brno, CZ",
    language = "czech",
    url = "https://www.fit.vut.cz/study/thesis/20140/"
}

Theses

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