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Aplikace neuronových sítí a Elliotových vln na vybraný vzorek akcií / Applications of neural networks and Elliot´s waves on selected sharesPolaková, Soňa January 2009 (has links)
Using modern methods of share quotations forecasting is the main goal of this thesis. The special accent is placed on forecasting the trend by means of artificial neural network especially on the optimalization of variables in the training process. Elliot's wave theory is applied in the second part of the thesis, particularly on prediction of future share quotation progress. Buying or selling signal generated by these two methods is consequently compared with ex-post signal yielding a profit. Lastly, successfulness of using these methods for forecasting at stock market is evaluated.
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Principy obchodování na sázkových burzách / Principles of trading on betting exchangesKarásek, Michal January 2010 (has links)
Unlike traditional stock exchanges, where bonds, shares and financial derivatives are traded, on the betting exchanges there are traded probabilistic estimates of the results of sporting or social events. The market price of bets, namely the market implied probability is influenced by estimate of the outcome. The specificity of betting exchanges is also a short period to maturity of contracts, and the possibility to trade with the estimated result of one real world event in several sub-markets simultaneously. In theoretical analysis, we have defined the bet, the underlying asset, and the binary betting contract, which is traded on betting exchanges. We have described some practical aspects of trading. Properties of the probabilistic contracts are demonstrated on several examples. Finally, we constructed the mathematical model of a tennis match, which is based on a binomial valuation model. This allows us to compare the market price of a contract with the price recommended by the model.
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Metoda Analytic Network Process / Analytic Network Process MethodLesák, Petr January 2010 (has links)
The thesis is concerned with Multi-Criteria Decision Making, in particular the Analytic Network Process method. The introductory part is dedicated to compile all the theory necessary to understand the method and utilized throughout the paper. The Analytic Hierarchy Process method is described and later generalized in the form of the ANP. Part of the paper is a description of available software products that are able to solve the ANP models. The main focus is on the application of the method, the usability and efficiency of possible use in macroeconomics is tested. In the third chapter a macroeconomic forecasting model is developed in cooperation with experts. The results of this model are compared with the best available up-to-date forecasts by local and international institutions.
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Predikce výsledků hokejových utkání pomocí data mining modelu / Ice Hockey Match Prediction Using Data Mining ModelMatuš, Martin January 2014 (has links)
This thesis focuses on creation and comparison of ice hockey matches prediction models with the view on ice hockey world championship matches. The first part is dedicated to collecting theoretical knowledge needed for solving this problem and the second to applying this set of knowledge. The model creation approach is intertwined with the CRISP-DM data mining methodology, which also defines several chapters of this work. As input data for the models I used performance statistics of individual ice hockey players -- this brought me to implementing a script capable of automatic downloading and aggregating of player data from the Internet. Downloaded data were arranged so as they would represent ice hockey matches that were played during the championships (team A consisting of players X against team B consisting of players Y) with result of the match added to the data row. Data were also analyzed to detect any quality issue prior to the model creation and transformed into an integrated view. Result assessment consists of two parts, in the first the technical evaluation of models using data from the testing data set takes place. The first part also points out practical usefulness of the models. The next part is about comparing result data with the betting odds -- the business relevance of the model. This part uses open source data about betting odds listed on the corresponding matches. Finally, the outcome model is used for predicting matches of the group phase of the world championship taking place in Prague, 2015.
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Souvislost volatility akciových kurzů a pozice ekonomiky v hospodářském cyklu / The Connection Between Stock Market Volatility and a Position of Economy in a Business CyclePoláková, Soňa January 2014 (has links)
Finding significant relation between stock markets (including omnipresent volatility) and real economy of the US, Germany, Great Britain and Japan is the main aim of this thessis. If not found it is also the final conclusion. By means of time series analysis using artificial neural networks from the beginning of 2000 till the November of 2014 was proved that the strong single -- way relation between prime stock indices and GDP of chosen economies does exist. Highest quality of prediction was proved on the American and British economy. S&P 500, FTSE and VIX indicator made a precise prediction of future economic progress in the US and Great Britain for six to nine months ahead with 71% to 86% accuracy. The artificial neural networks proved an extraordinary ability to predict chosen financial time series regardless the actual position in a business cycle.
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Analýza dát z webovej prezentácie v softwarovej firme / Data analysis of web prezentation in a software companyHenčelová, Katarína January 2014 (has links)
This thesis looks into problematic of data originating from visits of a company websites. It is partly devoted to web analytics and Business Intelligence. The aim was to create a tool for transforming and saving these data, their analysis and reporting. The product of this thesis was created for a management of a company specifically by their requests. It was made to support managerial decisions in creating a successful web strategy.
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Postavenie Chile v medzinárodnom cestovnom ruchu / The Position of Chile in International TourismBeňadiková, Jana January 2016 (has links)
This diploma thesis analyses the position of Chile in international tourism. The main purpose is to evaluate Chile´s status in international tourism based on the competitiveness of the country. At the begining of the thesis, the theory is defined. Then, the economy and political backgroud of Chile is specified, followed by the description of the preconditions for tourism development and its competitiveness in the tourism industry. Moreover, inbound, outbound and domestic tourism are analysed and followed by tourism impact on the economy of the country. Last chapter predicts future development of international arrivals to the country based on the regression analysis.
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Analýza a modelování makroekonomického vývoje v České republice / Analysis and Modeling of Macroeconomic in the Czech RepublicNovotný, Dalibor January 2011 (has links)
Main goal of my dissertation was take a close look at progress of several economics indicators from 1993. I also decided to analyse key factors wich mainly influence these ecnomics indicators. This work is based on classical model IS-LM-BP which is most suitable because of its logic and siplicity. This work is constituted by three parts: first describer theoretical base, second part is dedicate to analysis economy from 1993 and third part is focused on macroeconomical model of Czech economy. Theoretical part presents main parts of national economy (e.g. Gross domestic product, Unemployment, Inflation, Balance of Payment, etc.) including detailed structure of these key indicators. Such a detailed description was importent because of recent modelling and was signiicant for better choice of variable. In second part of this work we analyse economic development from 1993 and we focused on main causes of change. Main goal of this part was exploring of global progress and better understanding to all indicators in the small-open-economy. In final part of dissertation are created several models which are based on historical data and predict progress for nearest future. Because fact that source data are mainly till 2010 we were able to test our models on real data of year 2011. In spite of economical progres in last few years we can say that large majority of results from our models are in compliance with our expectation. However in some cases ware results diferent, we identifed key resons for these results.
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Ocenění společnosti LINET spol. s.r.o. / The Evaluation of Linet s.r.o.Fišer, Karel January 2012 (has links)
This Master thesis deals with the valuation of the company Linet spol. s.r.o. to the date December 8, 2012. As a valuation method was used the earnings valuation method based on discounted free cash flow to the company. Except of value of the company, there is determined internal value of private equity. Financial analysis of the company and strategic analysis are applied in the process of valuation. Process of valuation is based on financial plan and another input variables such as avarage cost of capital. Delivery of the statement of the company value is followed by valuation. A single-factor sensitivity analysis has been carried out too. It focuses on individual factors that affect the final value of the company.
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Predikce daňových příjmů krajů / Tax Revenue Predictions of RegionsPlocková, Monika January 2012 (has links)
Diploma thesis is focused on regions' tax revenue predictions. Emphasis is placed on determining whether these predictions could be deliberately distorted by their creators. The thesis evaluates prediction of all regions with the exception region Prague City which is subject to different rules of tax revenue assignment. Besides quantifying deviations in real tax revenue collection and prediction of individual regions, evaluation and exploration of susceptibility to systematic distortion thesis also deals with the comparison regions 'errors in predictions and errors made by Ministry of Finance of the Czech Republic. Theses of deliberate misrepresentation tax revenues volume is not confirmed as result of statistical analysis performed. The idea that regions compile their predictions according to the Ministry of Finance forecasts, which are known before creating their own predictions, is also refused.
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