The diploma thesis deals with currency market analysis. There are three main types of analysis: fundamental, technical and psychological analysis. Each of these methods contains explanation of logic, on which the method is based, its advantages, disadvantages and specific examples of this analysis. Neural networks are furher explained in technical analysis. The practical part of the diploma thesis builds on knowledge of technical analysis and tests functionality of the neural networks in the environment of currency markets. The model is calibrated first and then it is used to predict the development of major currency pairs. The prediction is carried out on a monthly chart for December 2013.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:199796 |
| Date | January 2012 |
| Creators | Antoš, Josef |
| Contributors | Taušer, Josef, Čajka, Radek |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
Page generated in 0.0069 seconds