| dc.contributor.advisor |
Dostál, Petr
|
|
| dc.contributor.author |
Špico, Jaromír
|
|
| dc.date.accessioned |
2010-07-16T09:22:20Z |
|
| dc.date.available |
2010-07-16T09:22:20Z |
|
| dc.date.issued |
2008-05-05 |
|
| dc.identifier |
Elektronický archiv Knihovny UTB |
cs |
| dc.identifier.uri |
http://hdl.handle.net/10563/5081
|
|
| dc.description.abstract |
Diplomová práce se zabývá pokročilými predikčními metodami vhodnými pro předpovědění měnového kurzu na trhu forex z oblasti statistiky, ekonometrie a hlavně metod neuronových sítí. Několik softwarových balíčků je použito pro simulaci a zpětné testování výsledků. Cílem je navrhnout projekt na implementaci těchto metod pro malou firmu obchodující na forexovém trhu. |
cs |
| dc.format |
92 s., 1 s. obr. příloh |
cs |
| dc.format.extent |
1822026 bytes |
cs |
| dc.format.mimetype |
application/pdf |
cs |
| dc.language.iso |
en |
|
| dc.publisher |
Univerzita Tomáše Bati ve Zlíně |
|
| dc.rights |
Bez omezení |
|
| dc.subject |
predikce
|
cs |
| dc.subject |
prognózování
|
cs |
| dc.subject |
měna
|
cs |
| dc.subject |
kurz měny
|
cs |
| dc.subject |
finanční trhy
|
cs |
| dc.subject |
pokročilé metody ekonomických analýz
|
cs |
| dc.subject |
ARIMA
|
cs |
| dc.subject |
GARCH
|
cs |
| dc.subject |
neuronové sítě
|
cs |
| dc.subject |
Matlab
|
cs |
| dc.subject |
forex
|
cs |
| dc.subject |
prediction
|
en |
| dc.subject |
forecasting
|
en |
| dc.subject |
currency
|
en |
| dc.subject |
exchange rate
|
en |
| dc.subject |
financial markets
|
en |
| dc.subject |
advanced methods of economic analyses
|
en |
| dc.subject |
ARIMA
|
en |
| dc.subject |
GARCH
|
en |
| dc.subject |
neural networks
|
en |
| dc.subject |
Matlab
|
en |
| dc.subject |
forex
|
en |
| dc.title |
Project on Implementation of Advanced Methods of Economic Analyses for Prediction of Exchange Rates in Intense Capital, LLC |
cs |
| dc.title.alternative |
Project on Implementation of Advanced Methods of Economic Analyses for Prediction of Exchange Rates in Intense Capital, LLC |
en |
| dc.type |
diplomová práce |
cs |
| dc.contributor.referee |
Hrubošová, Eva |
|
| dc.date.accepted |
2008-05-28 |
|
| dc.description.abstract-translated |
The master thesis deals with advanced prediction methods appropriate for exchange rate forecasting on the forex market from the areas of statistics, econometrics and mainly neural networks methods. Several software packages are used for simulation and back testing of results. The aim is to make a project on implementation of these methods for a small firm trading on the forex market. |
en |
| dc.description.department |
Ústav financí a účetnictví |
cs |
| dc.description.result |
obhájeno |
cs |
| dc.parent.uri |
http://hdl.handle.net/10563/172
|
cs |
| dc.parent.uri |
http://hdl.handle.net/10563/220
|
cs |
| dc.thesis.degree-discipline |
Finance |
cs |
| dc.thesis.degree-discipline |
Finance |
en |
| dc.thesis.degree-grantor |
Univerzita Tomáše Bati ve Zlíně. Fakulta managementu a ekonomiky |
cs |
| dc.thesis.degree-grantor |
Tomas Bata University in Zlín. Faculty of Management and Economics |
en |
| dc.thesis.degree-name |
Ing. |
cs |
| dc.thesis.degree-program |
Hospodářská politika a správa |
cs |
| dc.thesis.degree-program |
Economic Policy and Administration |
en |
| dc.identifier.stag |
8760
|
|
| dc.date.assigned |
2008-03-14 |
|
| utb.result.grade |
A |
|
