The goal of this Master's thesis is to analyze financial data by focusing primarily on the search of market inefficiencies that may lead to capitalization of found anomalies. The data comes from various sources and they need to be preprocessed. The analysis is based on high frequency time series statistical methods. The resultant characteristics are visualized.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:237000 |
| Date | January 2011 |
| Creators | Langer, Roman |
| Contributors | Bartík, Vladimír, Kreslíková, Jitka |
| Publisher | Vysoké učení technické v Brně. Fakulta informačních technologií |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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