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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Short-Term Stock Market Prediction Based on Candlestick Pattern Analysis / Kortsiktig förutsägning av aktiemarknaden baserat på candlestick patterns

Martinssson, Filip, Liljeqvist, Ivan January 2017 (has links)
This study performs a comparative analysis and evaluates the impact of different Relative Strenght Index (RSI) and stop loss configurations on a trading algorithm based on candlesticks patterns. It is tested on both the Swedish OMXS30 market and the UK FTSE100 market. By tweaking the configurations, RSI and stop loss was found to have a substantial impact on the performance of the algorithm. On both OMXS30 and FTSE100 markets the difference between configurations was shown to be significant / Denna studie gör en jämförelse och analyserar olika Relative Strenght Index (RSI) och stop loss-konfigurationers påverkan på en tradingalgoritm som är baserad på candlestick patterns. Algoritmen är testad på svenska OMXS30 och brittiska FTSE100. Genom att testa olika konfigurationer blev slutsatsen att RSI och stop loss hade en stor påverkar på algoritmens resultat. På både OMXS30 och FTSE100 var skillnaden mellan konfigurationerna signifikant.
2

A Riddle in Nine Syllables: The Maternal Body in Sylvia Plath's Maternity Poems

Sy, Madeline 01 January 2018 (has links)
This thesis endeavors to intervene in the manner Plath’s maternity poems have been discussed by examining the psychological negotiations of identity that occurred while the speaker’s in Plath’s poems are pregnant with child. The method of this thesis is also a departure from the historicized criticism and interpretations of Plath’s poems that often conflate the experience of the speaker with the details of Plath’s life. This analysis will focus on the poems “Metaphors,” “You’re” and “Nick and the Candlestick” which feature subtle imagery that not only illustrate the speaker’s preoccupation with her own pregnancy but also constructs a metaphorical representation of the maternal body as the locus for the mother’s negotiation of identity. The different forms that the maternal body is represented through, from inanimate objects to a cavernous opening, allow the speaker to fully explore a broad gamut of emotions related to motherhood. The enlargement and reduction of the maternal body, the use of relational language and local instances of transformation are all motifs and conventions that the speakers in Plath’s poems use to navigate the shifting terrain of individual identity during and after maternity. In examining the more abstract poems related to maternity that depict the maternal body through metaphor, this article endeavors to explore the disparate sensations and experiences conveyed in Plath’s poetry.
3

Testování úspěšnosti základních svícových formací v technické analýze / The success rate of candlestick patterns in technical analysis

Vašíček, Marek January 2017 (has links)
This diploma thesis deals with the testing of the success of individual candlestick patterns of technical analysis. In the first part the theoretical basis of technical analysis and candlestick patterns will be presented. The second part will define basic candlestick patterns and their program definition. Backtesting on historical data will verify the success of individual candlestick patterns on EURUSD currency pair. In the third part, a trading system will be built based on the results of the testing of the candlestick patterns. An optimal setting of the trading system will be proposed. The aim of the thesis is to test success rate of candlestick patterns and find out if the candlestick pattern trading system is able to generate profits.
4

Metodologia para quantificação e acompanhamento de indicadores-chave de desempenho operacional

Giaquinto, Cláudia Daniela Melo January 2017 (has links)
Indicadores-chave de desempenho (KPIs) exercem um papel de extrema importância na indústria de processos, auxiliando na tomada de decisão. No entanto, para serem representativos precisam ser calculados de forma confiável. O presente trabalho propôs uma metodologia para o cálculo destes KPIs com base em técnicas de detecção do estado estacionário, remoção de ruído, propagação de erros e análise de sensibilidade. Estes KPIs foram apresentados, de acordo com o que consta na literatura, em uma nova ferramenta gráfica de acompanhamento proposta pelos autores, denominada StatSSCandlePlot. O StatSSCandlePlot apresenta os KPIs no padrão candlestick, que é bastante utilizado no mercado de ações, incluindo informações adicionais. O grande diferencial do StatSSCandlePlot é que os indicadores e suas respectivas propriedades exibidas são calculadas a partir de técnicas que englobam o tratamento de dados e análises estatísticas. A metodologia proposta foi aplicada em um estudo de caso de um chuveiro contendo dois princípios de aquecimento, gás e energia elétrica. Para este estudo, foi criado o Índice de Qualidade do Banho (IQB), que é um indicador dependente da temperatura e da vazão de saída, cujos dados foram avaliados em três cenários distintos, o primeiro quando o sistema é submetido a distúrbios na vazão, no segundo ocorre uma queda na temperatura da água fria e no último, o IQB foi avaliado quando o sistema foi submetido a distúrbios na vazão sob uma nova estratégia de controle da planta. A partir do StatSSCandlePlot, foi possível identificar as tendências do indicador nos diferentes cenários, a parcela de cada janela no estado estacionário, os valores a serem considerados do indicador e, de forma complementar, identificar a variável que mais influenciou na variação do indicador, através da análise de sensibilidade. / Key performance indicators (KPIs) play an extremely important role in the process industry, aiding in decision-making. However, to be representative they need to be calculated reliably. The present work proposed a methodology for the calculation of these KPIs based on steady state detection, noise removal, error propagation and sensitivity analysis techniques. These KPIs were presented, as far as it is known, in a new graphical KPIs monitoring tool proposed by the authors, called StatSSCandlePlot. StatSSCandlePlot introduces KPIs in the candlestick standard, which is widely used in the stock market, including additional information. The major difference of StatSSCandlePlot is that the indicators and their respective displayed properties are calculated from techniques that encompass data processing and statistical analysis. The proposed methodology was applied in a case study of a shower containing two principles of heating, gas and electric energy. For this study the Bath Quality Index (BQI) was created, which is a temperature and output flow dependent indicator, whose data were evaluated in three different scenarios, the first one when the system was submitted to flow disturbances, in the second one, a decrease in the temperature of the cold water and in the last one, the IQB was evaluated when the system was submitted to disturbances in the flow under a new strategy of control of the plant. From the StatSSCandlePlot, it was possible to identify the trends of the indicator in the different scenarios, the portion of each window in the steady state, the values to be considered in the indicator and, in a complementary way, to identify the variable that most influenced the variation of the indicator, through the sensitivity analysis.
5

Metodologia para quantificação e acompanhamento de indicadores-chave de desempenho operacional

Giaquinto, Cláudia Daniela Melo January 2017 (has links)
Indicadores-chave de desempenho (KPIs) exercem um papel de extrema importância na indústria de processos, auxiliando na tomada de decisão. No entanto, para serem representativos precisam ser calculados de forma confiável. O presente trabalho propôs uma metodologia para o cálculo destes KPIs com base em técnicas de detecção do estado estacionário, remoção de ruído, propagação de erros e análise de sensibilidade. Estes KPIs foram apresentados, de acordo com o que consta na literatura, em uma nova ferramenta gráfica de acompanhamento proposta pelos autores, denominada StatSSCandlePlot. O StatSSCandlePlot apresenta os KPIs no padrão candlestick, que é bastante utilizado no mercado de ações, incluindo informações adicionais. O grande diferencial do StatSSCandlePlot é que os indicadores e suas respectivas propriedades exibidas são calculadas a partir de técnicas que englobam o tratamento de dados e análises estatísticas. A metodologia proposta foi aplicada em um estudo de caso de um chuveiro contendo dois princípios de aquecimento, gás e energia elétrica. Para este estudo, foi criado o Índice de Qualidade do Banho (IQB), que é um indicador dependente da temperatura e da vazão de saída, cujos dados foram avaliados em três cenários distintos, o primeiro quando o sistema é submetido a distúrbios na vazão, no segundo ocorre uma queda na temperatura da água fria e no último, o IQB foi avaliado quando o sistema foi submetido a distúrbios na vazão sob uma nova estratégia de controle da planta. A partir do StatSSCandlePlot, foi possível identificar as tendências do indicador nos diferentes cenários, a parcela de cada janela no estado estacionário, os valores a serem considerados do indicador e, de forma complementar, identificar a variável que mais influenciou na variação do indicador, através da análise de sensibilidade. / Key performance indicators (KPIs) play an extremely important role in the process industry, aiding in decision-making. However, to be representative they need to be calculated reliably. The present work proposed a methodology for the calculation of these KPIs based on steady state detection, noise removal, error propagation and sensitivity analysis techniques. These KPIs were presented, as far as it is known, in a new graphical KPIs monitoring tool proposed by the authors, called StatSSCandlePlot. StatSSCandlePlot introduces KPIs in the candlestick standard, which is widely used in the stock market, including additional information. The major difference of StatSSCandlePlot is that the indicators and their respective displayed properties are calculated from techniques that encompass data processing and statistical analysis. The proposed methodology was applied in a case study of a shower containing two principles of heating, gas and electric energy. For this study the Bath Quality Index (BQI) was created, which is a temperature and output flow dependent indicator, whose data were evaluated in three different scenarios, the first one when the system was submitted to flow disturbances, in the second one, a decrease in the temperature of the cold water and in the last one, the IQB was evaluated when the system was submitted to disturbances in the flow under a new strategy of control of the plant. From the StatSSCandlePlot, it was possible to identify the trends of the indicator in the different scenarios, the portion of each window in the steady state, the values to be considered in the indicator and, in a complementary way, to identify the variable that most influenced the variation of the indicator, through the sensitivity analysis.
6

Metodologia para quantificação e acompanhamento de indicadores-chave de desempenho operacional

Giaquinto, Cláudia Daniela Melo January 2017 (has links)
Indicadores-chave de desempenho (KPIs) exercem um papel de extrema importância na indústria de processos, auxiliando na tomada de decisão. No entanto, para serem representativos precisam ser calculados de forma confiável. O presente trabalho propôs uma metodologia para o cálculo destes KPIs com base em técnicas de detecção do estado estacionário, remoção de ruído, propagação de erros e análise de sensibilidade. Estes KPIs foram apresentados, de acordo com o que consta na literatura, em uma nova ferramenta gráfica de acompanhamento proposta pelos autores, denominada StatSSCandlePlot. O StatSSCandlePlot apresenta os KPIs no padrão candlestick, que é bastante utilizado no mercado de ações, incluindo informações adicionais. O grande diferencial do StatSSCandlePlot é que os indicadores e suas respectivas propriedades exibidas são calculadas a partir de técnicas que englobam o tratamento de dados e análises estatísticas. A metodologia proposta foi aplicada em um estudo de caso de um chuveiro contendo dois princípios de aquecimento, gás e energia elétrica. Para este estudo, foi criado o Índice de Qualidade do Banho (IQB), que é um indicador dependente da temperatura e da vazão de saída, cujos dados foram avaliados em três cenários distintos, o primeiro quando o sistema é submetido a distúrbios na vazão, no segundo ocorre uma queda na temperatura da água fria e no último, o IQB foi avaliado quando o sistema foi submetido a distúrbios na vazão sob uma nova estratégia de controle da planta. A partir do StatSSCandlePlot, foi possível identificar as tendências do indicador nos diferentes cenários, a parcela de cada janela no estado estacionário, os valores a serem considerados do indicador e, de forma complementar, identificar a variável que mais influenciou na variação do indicador, através da análise de sensibilidade. / Key performance indicators (KPIs) play an extremely important role in the process industry, aiding in decision-making. However, to be representative they need to be calculated reliably. The present work proposed a methodology for the calculation of these KPIs based on steady state detection, noise removal, error propagation and sensitivity analysis techniques. These KPIs were presented, as far as it is known, in a new graphical KPIs monitoring tool proposed by the authors, called StatSSCandlePlot. StatSSCandlePlot introduces KPIs in the candlestick standard, which is widely used in the stock market, including additional information. The major difference of StatSSCandlePlot is that the indicators and their respective displayed properties are calculated from techniques that encompass data processing and statistical analysis. The proposed methodology was applied in a case study of a shower containing two principles of heating, gas and electric energy. For this study the Bath Quality Index (BQI) was created, which is a temperature and output flow dependent indicator, whose data were evaluated in three different scenarios, the first one when the system was submitted to flow disturbances, in the second one, a decrease in the temperature of the cold water and in the last one, the IQB was evaluated when the system was submitted to disturbances in the flow under a new strategy of control of the plant. From the StatSSCandlePlot, it was possible to identify the trends of the indicator in the different scenarios, the portion of each window in the steady state, the values to be considered in the indicator and, in a complementary way, to identify the variable that most influenced the variation of the indicator, through the sensitivity analysis.
7

Les chandeliers en bronze, en cuivre et laiton en Europe du XIIIe au XVIIe siècle. Production, diffusion et usages / Bronze, Copper and Brass Candlesticks in Europe between the 13th and the 17th Century. Production, Diffusion and Uses

Dumargne, Anne-Clothilde 08 April 2019 (has links)
Ce travail se concentre sur l’étude des chandeliers en bronze, en cuivre et en laiton en Europe entre le XIIIe et le XVIIe siècle, entreprise dans une perspective interdisciplinaire. Abandonnés depuis la fin du XIXe siècle au champ méprisé des arts mineurs et populaires, les chandeliers n’ont depuis cette époque jamais véritablement été considérés comme une thématique de recherche à part entière. Le caractère anépigraphe de ces objets ordinaires et l’impossibilité de lier facilement les modèles produits à des espaces de productions spécifiques ont jusqu’ici cantonné les problématiques à des questions stylistiques et typologiques.L’objectif de cette étude se fonde sur un principe de déconstruction historiographique afin de dépasser l’approche traditionnellement adoptée qui enlise les recherches dans des considérations aporétiques. La recherche fait appel à plusieurs types de sources – écrites, archéologiques, iconographiques et analytiques - dont l’alliance vise la recontextualisation des chandeliers. Il s’agit de décrire et d’analyser l’itinéraire d’un type d’ustensile dans les sociétés médiévale et moderne dans les deux contextes, profane et religieux, dans lesquels ils ont été utilisés. C'est pourquoi l’historicisation des chandeliers se construit, dans le cadre de cette étude, sur leurs matérialités.La recherche s’intéresse ainsi à la reconstitution des chaînes opératoires de la production métallurgique, à la caractérisation des hommes qui travaillent le cuivre et ses alliages ainsi qu’à celle des matériaux, à la diffusion de l’objet à travers la société et aux usages, pratiques, culturels, symboliques ou dévotionnels, qui lui sont attachés. Les réflexions contribuent également à souligner que l’interrogation croisée des champs disciplinaires permet de comprendre en quoi la typologie des sources, en ce qu’elles concernent différents groupes sociaux, différents contextes, différents protagonistes et différentes réalités lexicales, influence la façon de percevoir ces objets / This work focuses, from an interdisciplinary perspective, on bronze, copper and brass candlesticks produced in Europe between the 13th and the 17th century. These objects have been neglected since the end of the 19th century and abandoned to the despised field of minor and popular arts. Since that time, they have never been considered as a real research topic. Since these ordinary objects are anepigraphic and because of the impossibility to attribute them to specific workshops, the research have been reduced to stylistic and typological issues.This study aims at overcoming the traditional approach that confines research into aporetic considerations. It mobilized several types of sources – written ones, archaeological ones, iconographic ones and analytical ones – to study candlesticks in context. They contributed to describe and analyze the life course of an ordinary utensil in medieval and modern societies in both secular and religious contexts. This is why the historicization of candlesticks is here built on materiality.This work focuses on metallurgical production, on copper alloys craftsmen, on the composition of alloys, on the diffusion of candlesticks in society and on practical, cultural, symbolic and devotional uses. The discussion also points out that this methodology helps to understand how the different types of sources, because they concern different social groups, different contexts, different protagonists and different lexical realities, influence how these objects were perceived
8

Strojové učení v algoritmickém obchodování / Machine Learning in Algorithmic Trading

Bureš, Michal January 2021 (has links)
This thesis is dedicated to the application of machine learning methods to algorithmic trading. We take inspiration from intraday traders and implement a system that predicts future price based on candlestick patterns and technical indicators. Using forex and US stocks tick data we create multiple aggregated bar representations. From these bars we construct original features based on candlestick pattern clustering by K-Means and long-term features derived from standard technical indicators. We then setup regression and classification tasks for Extreme Gradient Boosting models. From their predictions we extract buy and sell trading signals. We perform experiments with eight different configurations over multiple assets and trading strategies using walk-forward validation. The results report Sharpe ratios and mean profits of all the combinations. We discuss the results and recommend suitable configurations. In overall our strategies outperform randomly selected strategies. Furthermore, we provide and discuss multiple opportunities for further research.
9

Nová synagoga Frýdek-Místek / The new synagogue in Frýdek-Místek

Večeřová, Pavla January 2021 (has links)
The assignment of the diploma thesis was the elaboration of an architectural study of a new synagogue in the Frýdek-Místek. The solved area includes the original lands of the Jewish community, on which stood a synagogue, a Jewish school and a rabbinate. The synagogue was burned down in 1939 and currently only the rebuilt Jewish school building is located in the area. The main idea of the design is to build a memorial on the site of the original synagogue and a new synagogue with an adjoining community centre. The main goal is to support the development of the Jewish community in the city and to remind citizens and visitors of the history, because of which the Jewish community in Frýdek-Místek disappeared. In contrast to the monument, the entire building is set in the terrain so that the terrain passes freely in a public space with the main entrance to the community centre and a kosher restaurant. The building opens up to the south side of the slope and offers a view of the historic city centre of Frýdek. The area is connected by a footbridge to the park under the castle. Part of the community centre is a space for a ritual bath - Mikveh, the administration of the Jewish community and a multifunctional hall, which can be opened to the area in front of the residential staircase. The area is separated from Revoluční Street by a retaining wall and thus form an attractive place to spend time near the historic centre.
10

Predikce kursů pro obchodování na akciových trzích / Prediction of Prices in Stock Exchange Trading

Mikulenčák, Roman January 2015 (has links)
The work deals with an automatic trading system and adaptive training. Is used both technical and automatic fundamental analyses, therefore as inputs to the neural network is used historical data exchanges and text data from reports. It explains the basics of trading, technical analysis and technical terms. The work deals with technical and fundamental analysis. It contains a description of algorithmic nature, program implementation and experiment with developed trading system. The selected strategy is compared to other approaches.

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