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Zpracování obchodních dat finančního trhu / Forex Data Processing

The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals of market data collecting, data storing and cleaning are discussed. Doing decisions based on poor quality data can lead into fatal consequences in money business therefore data cleaning is necessary. The thesis describes adaptive data cleaning algorithm which is able to adapt current market conditions. According to design a modular plug-in application for data collecting, storing and following cleaning has been implemented.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:412828
Date January 2011
CreatorsOlejník, Tomáš
ContributorsBartík, Vladimír, Kreslíková, Jitka
PublisherVysoké učení technické v Brně. Fakulta informačních technologií
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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