Systém technické analýzy burzovních dat
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Authors
Němec, Václav
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
The aim of this diploma thesis is creation of a system for simulation of automatic stock exchange.
This system will enable planning of business strategy through technical analysis, technical indicators
and neural network and will also provide optimalization of the business strategy through
evolutionary algorithms such as genetic algorithm or self-organizing migration algorithm. The
thesis then further focuses on designing new business index representing “market mood” through
text messages from news bulletin sources and eventual comparison of created strategies.
Description
Import 05/08/2014
Subject(s)
Technical analysis, indicators, SMA, RSI, automatic trade system, algorithmic trading,
optimization, evolutionary algorithm, neural network, natural language processing, semantic
orientation, market mood, simulation, java