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Dissertations / Theses on the topic 'FOREX'
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1
Cheng, Sai-ho, and 鄭世河. "Rolling Forex." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31268663.
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Cheng, Sai-ho. "Rolling Forex /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19909135.
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Campos, Miguel Marreiros Inácio de. "Plataforma para negociação FOREX." Master's thesis, Universidade de Aveiro, 2017. http://hdl.handle.net/10773/23463.
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Mestrado em Engenharia de Computadores e TelemáticaThe growing democratization of financial markets fueled by new technologies openedthedoortonewinvestorsandresearchers. Marketschanged,continuouslynegotiationbeganandthenumberoffinancialordersroseexponentially. With the increase in flexibility and accessibility to markets, algorithmic trading grew at the retail level, with traders starting to implement their own algorithms in trading strategies. The use of machine learning algorithms and time series analysis became widely popular, adding complexity to trading strategies. In order to create and test profitable algorithms there are rules that must be followed. This dissertation presents the development of a new generation of research and trading system that aims to help researchers and traders to be more productive and efficient. It was developed as an event-driven backtest and live trading system with an innovative approach to sharing backtest reports. Also, by merging the technical analysis based trading with new techniques, and complying with the backtest paradigm, the aim is to provide a richer environment to users.
A crescente democratização dos mercados financeiros alimentada por novas tecnologias abriu a porta a novos investidores e investigadores. Os mercados mudaram, a negociação contínua tornou-se uma realidade e o número de ordens financeiras aumentou exponencialmente. Com o aumento da flexibilidade e acessibilidade aos mercados, a negociação algorítmica a titulo individual cresceu, com investidores a implementar seus próprios algoritmos nas estratégias de negociação. O uso de algoritmos de aprendizagem automática e análise de séries temporais tornou-se comum, aumentando a complexidade das estratégias de negociação. Para criar e testar algoritmos lucrativos, existem regras que devem ser seguidas. Esta dissertação apresenta o desenvolvimento de uma nova geração desistemasdeinvestigaçãoenegociaçãocujoobjectivoéajudarinvestigadores e investidores a aumentar a produtividade e eficiência. Foi desenvolvido como um sistema de testes baseado em eventos e um sistema de negociação em tempo-real com uma abordagem inovadora para compartilhar relatórios. Além disso, ao fundir a negociação baseada na análise técnica com novas técnicas e cumprindo com o paradigma de testes, o objetivo é proporcionar um ambiente mais rico aos usuários.
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Nemček, Sebastian. "Harmonic Patterns in Forex Trading." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-197640.
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This diploma thesis is committed to examination of validity of Harmonic Patterns in Forex trading. Scott Carney described existing and introduced new Harmonic Patterns in 1999 in his book Harmonic Trader. These patterns use the Fibonacci principle to analyze price action and to provide both bullish and bearish trading signals. The goal of this thesis is to find out whether harmonic trading strategy on selected pairs is profitable in FX market, which patterns are the most profitable and what is the success rate for the signals they provide.
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Polnický, Martin. "Psychologie investora na trhu FOREX." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-198619.
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In the introduction, this dissertation about "Psychology of an investor on the Forex market" introduces to the reader the prerequisites for trading on the foreign exchange market. On a theoretical level, it deals mostly with fundamental, technical as well as psychological analysis of prediction of development of exchange rates on the Foreign Exchange Market. Theoretical part also includes an outline of basic criteria for choosing a Forex broker and introduction of a trading platform. Practical part of the dissertation focuses on comparing and choosing a broker, plus the process for opening a real trading account; creating a trading plan and strategy, which will be used to apply different tools and indicators of technical analysis of inter-day trading of EUR/USD pair. In the conclusion, trading system created by myself is evaluated and psychological phenomenon affecting investors' decision-making during real Forex trading. This dissertation deals only with Spot Forex market, because trading through FX brokers is done on the Spot market.
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Jain, Akansha, and Svitlana Denga. "Volatility on forex exchange of India." Thesis, PUET, 2015. http://dspace.puet.edu.ua/handle/123456789/2852.
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Exchange rate movements play substantial role in risk measurement and their effective management. Volatility in exchange rates has been quite large and it has affected sales as well as profit margins of multinationals in India. Based on statistic analysis, some suggestion have been drawn for improving functioning of forex exchange market in India.1. Most hedging instruments are required to cope up extreme volatility of INR against all major currencies of the world. 2. Steady liberalization of financial markets is need more attention on business who invest back in India. 3. Promotion of invoicing of trade in domestic currency will be extremely helpful and beneficial to cope up with extreme volatility. 4. There has been wide progress and enhancement of INR market across globe especially in Dubai, Singapore, London and New York, so it is need to try relocate of offshore activities on shore. 5. RBI has taken a number of steps in the recent past to liberalize currency futures market to obviate/reduce the need for the NDF market. 6. There is need for effective coalition between OTC and exchange traded markets for currency futures. 7. More focus should be to advocate the importance and practicability of risk management techniques in particular using options. 8. There is need to develop strict monitoring mechanism by liberalizing open position limits of banks.
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Mukha, M., and D. O. Marchenko. "Forex is just a speculative trade." Thesis, Вид-во СумДУ, 2009. http://essuir.sumdu.edu.ua/handle/123456789/16766.
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Kolář, Jan. "Návrh automatického obchodního systému pro forex." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241445.
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The thesis deals with designing an automated trading system, especially for intra-day trading the currency markets. The aim is to create a comprehensive theoretical background, practical work knowledge can be used to develop appropriate automated trading system. The thesis is an emphasis on technical and partly a psychological analysis of currency markets. Designed system will be suitably optimized to maximize profits and stability of applications on the most liquid currency pairs.
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Klimavičius, Domas. "FOREX trading strategy formation using technical analysis." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100628_092925-58159.
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FOREX technical analysis indicators, their characteristics and capabilities are researched in this final master thesis. The main goal of this thesis is to determine if technical analysis indicators can recognise patterns in price movements and if they can predict future price movement. The first part of the thesis presents with FOREX theoretical aspects, its characteristics and participants. In the second part of the thesis FOREX analysis tools are overviewed, focusing on technical analysis. Most popular technical analysis indicators are analyzed. The third part of the thesis provides with the essentials of FOREX trading strategy creation using technical analysis. In the fourth part the FOREX trading strategy using technical analysis is created and tested. The results of the trading strategy are presented and analyzed. Last part of the thesis contains the summary of the thesis, conclusions and suggestions. Thesis has 6 parts: introduction, theoretical and practical sections, conclusions and suggestions, references. Structure: introduction, theoretical and practical sections, conclusions and suggestions, references. Thesis consist of: 66 p. text without appendixes, 23 pictures, 5 tables, 62 bibliographical entries. Appendixes included.Šiame baigiamajame magistro darbe nagrinėjami FOREX rinkos analizei naudojami techniniai indikatoriai, jų savybės bei galimybės. Pagrindinis baigiamojo darbo tikslas yra nustatyti, ar techninės analizės indikatoriai gali nustatyti vaiutų kainų kitimo pasikartojančius modelius ir ar jie gali numatyti kainų judėjimą ateityje. Pirmojoje baigiamojo darbo dalyje pristatomi teoriniai FOREX rinkos aspektai, jos dalyviai bei charakteristika. Antrojoje baigiamojo darbo dalyje apžvelgiami FOREX analizės įrankiai, išskiriant techninę analizę. Aprašomi populiariausi techninės analizės indikatoriai. Trečiojoje baigiamojo darbo dalyje nagrinėjami pagrindiniai prekybos FOREX rinkoje strategijos kūrimo naudojant techninę analizę elementai. Ketvirtojoje baigiamojo darbo dalyje kuriama ir testuojama prekybos FOREX rinkoje strategija naudojant techninę analizę. Pateikiami prekybos strategijos rezultatai bei jų analizė. Paskutinėje baigiamojo darbo dalyje, remiantis gautais rezultatais, pateikiamos išvados ir pasiūlymai. Darbą sudaro 6 dalys: įvadas, teorinė, praktinė dalys, išvados ir siūlymai, literatūros sąrašas. Darbo apimtis – 66 p. teksto be priedų, 23 iliustr., 5 lent., 62 bibliografiniai šaltiniai. Atskirai pridedami darbo priedai.
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Giačienė, Dovilė. "Investicijų Forex rinkoje ekonominė analizė ir pagrindimas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130211_142858-19480.
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Magistro darbe yra analizuojama: techninės analizės praktinis pritaikymas Forex rinkoje, rizikos įvertinimas ir portfelio sudarymas. Pagrindinis darbo tikslas ištirti investicijas Forex rinkoje ir jas pagrįsti naudojant investicijų ekonominę analizę. Darbe išnagrinėti pagrindiniai indikatoriai: slankiųjų vidurkių divergencija konvergencija, Bolingerio ribos, santykinis stiprumas, stochastikas. Šiais indikarotiais nustatyti pagrindiniai signalai ir apskaičiuotas pelnas punktais. Taip pat apskaičiuota kiekvienos valiutos rizika, su kuria susiduria kiekvienas investuotojas. Norint gauti maksimalų pelną buvo sudarytas Markowitz portfelis.This master's work is analyzing: practical application of technical analysis in the Forex market, risk assessment and creating portfolio. The main goal of the work is to explore the investments in Forex market and to substantiate them using investment economic analysis. The main indicators are analyzed in the work: Moving Average Convergence/Divergence, Bollinger bands, Relative Strength Index, Stochastic oscillator. These indicators identify the key signals and the estimated gain points. Also was calculated the risks of each currency faced by each investor. In order to get the maximum profit was made Markowitz portfolio.
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Дядечко, Алла Миколаївна, Алла Николаевна Дядечко, Alla Mykolaivna Diadechko, and Zh Derkach. "Forex - a new instrument fo money makers." Thesis, Вид-во СумДУ, 2009. http://essuir.sumdu.edu.ua/handle/123456789/16795.
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Drsek, Bořivoj. "Analýza vývoje měn na měnovém trhu Forex." Master's thesis, Vysoká škola ekonomická v Praze, 2006. http://www.nusl.cz/ntk/nusl-597.
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Práce popisuje vznik, historii, důvod existence včetně základního mechanismu fungování měnového trhu FOREX - International Interbank Foreign Exchange. Zejména je zaměřena na zkoumání a vyhodnocování historického vývoje hodnot měn na tomto měnovém trhu z hlediska čtyř oblastí, a to na: klasifikaci, popis a testování ziskovosti vybraných indikátorů technické analýzy včetně výčtu nejznámějších forem grafických formací, metody filtru, testování autokorelace výnosů a výsledný vliv z uplatnění uvedených metod technické analýzy za dané období na změnu majetku investora.
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Vítovec, Josef. "Use of technical analysis in FOREX trading." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-96396.
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The paper reacts to tremendous increase in popularity of FX trading among retail investors in recent years, caused mainly by easy accessibility through numerous online trading platforms and dramatic fall in trading costs. One of the accompanying trends along with increasing trading speed is a departure from fundamental analysis and shift towards more technical approach. In reaction to that, the paper aims to review the most popular technical trading rules and puts the findings in contrast with existing empirical literature and efficient market hypothesis. Although being far from discovering an ultimate trading formula, the paper concludes that selected trading strategies do demonstrate a certain degree of predictability of future exchange rate movements.
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Šebek, Jiří. "Na fundamentech založená obchodní strategie pro forex." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224715.
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This thesis deals with design of Forex trading strategy. The main goal is to achieve satisfying trading results with strategy based on fundamental and technical analysis. This paper provides brief introduction into the International Interbank Foreign Exchange and describes basic principles of both technical and fundamental analysis. The most important part of this thesis contains the design of trading strategy and description of its implementation. Also the verication of suitability of designed strategy for Forex trading is involved.
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Capiotto, Nicola <1997>. "Strategie operative sul Forex e sulle Cryptocurrencies." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/21437.
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L’elaborato si concentrerà sull’operato del retail trader, analizzando diverse strategie operative ed affrontando tematiche quali, psicologia nel trading, money management, tipologia di trader e risk management. Inoltre, attraverso un’applicazione di quanto discusso sul mercato Forex e delle Criptocurrencies si andranno a studiare le diverse sfaccettature operative, le quali emergeranno dall'analisi empirica dei mercati presi in esame.
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Song, Yupu. "A Forex Trading System Using Evolutionary Reinforcement Learning." Digital WPI, 2017. https://digitalcommons.wpi.edu/etd-theses/1240.
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Building automated trading systems has long been one of the most cutting-edge and exciting fields in the financial industry. In this research project, we built a trading system based on machine learning methods. We used the Recurrent Reinforcement Learning (RRL) algorithm as our fundamental algorithm, and by introducing Genetic Algorithms (GA) in the optimization procedure, we tackled the problems of picking good initial values of parameters and dynamically updating the learning speed in the original RRL algorithm. We call this optimization algorithm the Evolutionary Recurrent Reinforcement Learning algorithm (ERRL), or the GA-RRL algorithm. ERRL allows us to find many local optimal solutions easier and faster than the original RRL algorithm. Finally, we implemented the GA-RRL system on EUR/USD at a 5-minute level, and the backtest performance showed that our GA-RRL system has potentially promising profitability. In future research we plan to introduce some risk control mechanism, implement the system on different markets and assets, and perform backtest at higher frequency level.
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Loureiro, Tiago Miguel Santos. "Barreiras psicológicas no mercado Forex: uma perspetiva global." Master's thesis, Universidade de Aveiro, 2015. http://hdl.handle.net/10773/16792.
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Mestrado em Gestão - Finanças EmpresariaisEste trabalho propõe-se a avaliar a presença de barreiras psicológicas bem como a sua significância ao nível do mercado Forex. No contexto deste mercado é fundamental o foco no fenómeno barreiras psicológicas pelo facto de ainda existirem muitas lacunas sobre esta matéria. Na resposta a esta problemática, foi efetuada a análise a várias cotações mundiais em paridade com o Euro, com o objetivo de fornecer à literatura atual informação recente e meritória sobre a temática em questão.Para desenvolvermos a nossa investigação foram utilizados dados fornecidos pelo Banco de Portugal desde janeiro de 1999 a julho de 2015 com o objetivo de elevar a importância deste estudo baseando-nos num grande volume de informação pertinente que nos permitisse retirar conclusões úteis e capazes de contribuir para estudos futuros. Nas análises realizadas foram encontradas evidências da presença de barreiras psicológicas em cotações da Europa e da Ásia. Os nossos resultados vão de encontro à literatura que defende que o processo de decisão em termos de investimento pode surgir de diferentes enviesamentos cognitivos, talvez formados pela experiência anterior, pois diferentes investidores, em diferentes mercados, podem ter barreiras psicológicas diferentes. Assim, algumas séries de cotações cambiais exibem efeitos de números redondos em barreiras psicológicas, enquanto outras não.
This work aims to evaluate the presence of psychological barriers as well as their significance in terms of the Forex market. In the context of this market is essential to focus on the psychological barriers phenomenon because there are still many gaps in this area. In response to this problem, it was done the analysis to various world prices in parity with the Euro, in order to provide to the current literature recent worthwhile information on the topic in question.To develop our research we used data provided by the Bank of Portugal from January 1999 to July 2015 in order to raise the importance of this study through the use of a large volume of relevant information to enable withdraw decisive conclusions for future studies. In the analysis we found evidence of the presence of psychological barriers in Europe and Asia quotations. Our results support previous literature which defends that the process of decision making in investment terms may appear from different cognitive biases, maybe formed by previous experience, because different investors, in different markets, may have different psychological barriers. As such, some series of exchange quotes exhibit effects of round numbers in psychological barriers while others don’t.
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Dufek, Radim. "Návrh a optimalizace automatického obchodního systému pro forex." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224967.
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This thesis deals with the design and optimization of an automatic trading system based on trend indicators. This thesis describes entire proces of system development from its parts to the whole system. It focuses on the optimization of each part and the complete system. This thesis also describes the testing proces of the systém on historical data and its application on the latest data.
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Trnik, Erik. "Návrh a optimalizace automatického obchodního systému pro forex." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-318583.
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The master's thesis deals with the design of the proposed automatic trading system especially for daily trading on the currency markets. The aim of the thesis is to create a complex theoretical basis, in the practical part of the work to use the knowledge to create a suitable automatic trading system. The thesis focuses on the technical analysis of the currency markets. The proposed system will be optimally optimized to maximize profitability and stability with application to the most liquid currency pairs.
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Lei, Song. "Informative correlation extraction from and for Forex market analysis." AUT University, 2010. http://hdl.handle.net/10292/899.
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The forex market is a complex, evolving, and a non-linear dynamical system, and its forecast is difficult due to high data intensity, noise/outliers, unstructured data and high degree of uncertainty. However, the exchange rate of a currency is often found surprisingly similar to the history or the variation of an alternative currency, which implies that correlation knowledge is valuable for forex market trend analysis. In this research, we propose a computational correlation analysis for the intelligent correlation extraction from all available economic data. The proposed correlation is a synthesis of channel and weighted Pearson's correlation, where the channel correlation traces the trend similarity of time series, and the weighted Pearson's correlation filters noise in correlation extraction. In the forex market analysis, we consider 3 particular aspects of correlation knowledge: (1) historical correlation, correlation to previous market data; (2) cross-currency correlation, correlation to relevant currencies, and (3) macro correlation, correlation to macroeconomic variables. While evaluating the validity of extracted correlation knowledge, we conduct a comparison of Support Vector Regression (SVR) against the correlation aided SVR (cSVR) for forex time series prediction, where correlation in addition to the observed forex time series data is used for the training of SVR. The experiments are carried out on 5 futures contracts (NZD/AUD, NZD/EUD, NZD/GBP, NZD/JPY and NZD/USD) within the period from January 2007 to December 2008. The comparison results show that the proposed correlation is computationally significant for forex market analysis in that the cSVR is performing consistently better than purely SVR on all 5 contracts exchange rate prediction, in terms of error functions MSE, RMSE, NMSE, MAE and MAPE. However, the cSVR prediction is found occasionally differing significantly from the actual price, which suggests that despite the significance of the proposed correlation, how to use correlation knowledge for market trend analysis remains a very challenging difficulty that prevents in practice further understanding of the forex market. In addition, the selection of macroeconomic factors and the determination of time period for analysis are two computationally essential points worth addressing further for future forex market correlation analysis.
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Dong, Juntao. "Reinforcement Learning for Multiple Time Series: Forex Trading Application." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1613745680121778.
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Mockus, Dovydas. "Investavimo strategijų Forex rinkoje formavimas ir vertinimas taikant techninę analizę." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130626_102750-46572.
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Šiame baigiamajame bakalauro darbe tiriamas strategijų, paremtų technine analize, taikymas prekyboje Forex rinkoje. Pirmiausia teorinėje dalyje nagrinėjama pasaulinės valiutų rinkos sistema, aptariami privataus asmens dalyvavimo šioje rinkoje aspektai. Po to atskleidžiama techninės analizės specifika, pateikiant jos sampratą, pagrindines priemones bei teorinius, techninės analizės pagrindu sudarytos, strategijos formavimo principus. Praktinėje dalyje vertinamos, pagal teorinėje dalyje atskleistus principus, sudarytų strategijų efektyvumas Forex rinkoje analizuojant istorinius duomenis. Atliekant tyrimą buvo naudojamos šešios valiutų poros, siekiant įvertinti techninės analizės efektyvumo priklausomybę nuo valiutų poros likvidumo. Rašant darbą buvo naudotasi Lietuvos bei užsienio autorių moksline literatūra, internetiniais portalais bei Meta Trader 4 programa analizuojant istorinius duomenis.This Bachelor's thesis analyses on technical analysis based strategies usage in Forex market. At first in theoretical part author looks into the system of Forex market, and presents it from private investor point of view. Later the particularity of technical analysis is presented by inducting it‘s definition, basic instruments and theoretical on technical analysis based strategies forming principles. In practical part the efficiency of technical analysis strategies is tested by analysing historical data. In this research six currencies pairs were used in order to value the relation between efficency of technical analysis and currency pair liquidity. In writing of thesis author used Lithuanian and foreigner authors literature, internet sites and Meta Trader 4 program by analysing historical data.
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Ottel, Wilfried. "Forex netting, close out netting im Ausserbilanzbereich : aufsichtsrechtliche Anerkennung einer Idee? /." Bern [u.a.] : Haupt, 1995. http://www.gbv.de/dms/spk/sbb/recht/toc/275950514.pdf.
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Havlík, Tomáš. "Tvorba obchodní strategie na měnovém trhu." Master's thesis, Česká zemědělská univerzita v Praze, 2016. http://www.nusl.cz/ntk/nusl-262867.
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This thesis is about basics of forex the currency market. The main objective of the thesis is to create a forex business strategy, which should be functional, complex and profitable in long term. Testing of this strategy based on historical data and using a real investment account will follow.
Thesis is divided into three main chapters. Starting with theoretical part, where we define basic terms, which will be used later, mainly in analytical chapter. Another important part of this chapter will be about three basic approaches how to analyze market, called technical, funamental and relational analysis.
The second major chapter is analytical part, in which we are going to build trading strategy Strategie Tomáše Havlíka. This specific trading strategy will compared to the most comonly used trading strategies, tested using historical data and on live account. There will be couple of hand picked trades, which will be analyzed as another part of this chapter.
Chapter evaluation of results is focusd not only on evaluating each currency pair and it s various timeframes, but other statistics too, which where acquired during the testing period. Average 50% year over year rentability reached on hourly timeframe and 30% rentability reached on four hour timeframe proves the overall profitability and usefulness of the strategy.
Finally, the Conclussion, chapter where we focus on future development of the trading strategy and its integration into a komplex trading approach, which consists of several trading strategies, which are ultimately creating cooperative entity.
Information, which will create a backbone of this thesis, will be accquired from respected books aswell as well known internet sources, written mainly by group of authors called FXstreet.cz and British trader Anna Coulling.
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Pečiulis, Tomas. "Neuroninių tinklų taikymas investuojant į valiutų rinką." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130626_190701-89212.
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Magistro baigiamajame darbe išanalizuota ir įvertinta tarptautinė valiutų rinka, jos struktūra bei analizės ir prognozės būdai. Taip pat analizuojami neuronini tinklai bei įvairios jų struktūros: daugiasluoksnis perseptronas, radialinių bazinių funkcijų neuroniniai tinklai, GRNN bei rekurentiniai neuroniniai tinklai. Tyrimu siekiama nustatyti ar valiutų kursų prognozavimo tikslumas, taikant neuroninius tinklus, priklauso nuo investavimo rizikos lygio. Darbas susideda iš trijų skyrių. Pirmame skyriuje nagrinėjama tarptautinės valiutų rinkos teorija, didesnį dėmesį atkreipiant į pačia FOREX koncepciją, rinkos dalyvius bei jų elgesį ir finansinius instrumentus, naudojamus šioje rinkoje. Tiriami pagrindiniai valiutų kursų prognozės bei analizės būdai, skirstant juos fundamentalią ir techninę analizę. Analizė atliekama, tiriant Lietuvos ir užsienio mokslininkų darbus valiutų rinkos prognozavimo srityje. Antrame skyriuje analizuojami neuroniniai tinklai. Aprašoma neuroninių tinklų koncepcija bei taikymo sritys. Naudojant literatūros analizės metodą, tiriami Lietuvos ir užsienio autorių moksliniai darbai, kuriuose aprašomi neuroninių tinklų tyrimai valiutų rinkos prognozavimo srityje. Pateikiama aktualiausių straipsnių meta analizė. Trečiame skyriuje atliekamas tyrimas su pasirinktų tyrimų duomenimis. Aprašomi šių pasirinkimo motyvai. Skyriaus galia pateikti statistiniai analizės rezultatai: MAE (angl. Mean absoliute error), MAPE (angl. Mean absolute percentage error) krypties... [toliau žr. visą tekstą]The master thesis analyses the application of the neural networks for foreign exchange market forecast. Multilayer perceptron, radial basis functionneural networks, GRNN and recurrent neural networks are analyzed in order to find the correlation level between the forecast accuracy and the level of the investment risk. The work consists of three main parts. The first part analyses the conception, the main participants, trading characteristics and trading instruments of the FOREX market as well as the trading strategies and the methods of forecasting currency market. The second part is appointed to analyze the neural networks. The analyzes the conception, the structure and the application of the neural networks is made. The Meta-analyses of the main scientific articles are provided in every sub-part. In the third part the forecasting data analysis is performed to evaluate the correlation rate between the forecast accuracy and the level of the investment risk. Mean absolute error, Mean absolute percentage error, sign function andStandard deviation are used as indicators.
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Hilmersson, Malin, Lena Eriksson, and Emma Sjölander. "Internal Marketing : A way to transfer brand identity to Swedbank and Forex Bank's employees." Thesis, Jönköping University, JIBS, EMM (Entrepreneurship, Marketing, Management), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-7819.
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Mohamed, Mohd Amizan Bin. "The impacts of FOREX fluctuations on construction business performance: An organisational capabilities (OC) perspective." Thesis, Queensland University of Technology, 2022. https://eprints.qut.edu.au/228524/1/Mohd%20Amizan%20Bin_Mohamed_Thesis.pdf.
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This mixed-method research aims to appraise how FOREX fluctuations impact business performance through the lens of organisational capability (OC). It has been done from the perspective of Malaysian construction organisations when undertaking projects overseas. This research found three (3) main capabilities essential to the organisation in mitigating the impacts of FOREX fluctuations; financial capability, technical capability and business management capability.
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Kašpar, Petr. "Využití technické analýzy na měnových trzích." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-112702.
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This thesis focuses on description of methods of technical analysis, characteristics of foreign exchange markets and it also mentions the efficient market theory. The aim is to use the knowledge of technical analysis to select one simple trading strategy and through its optimalization to discover a functional and efficient trading system. In order to enable followers to continue in optimalization, it is also described the optimalization process in detail with probable obstacles. There are also mentioned other different and possible ways for further testing of this strategy.
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Amorosia, Antonino. "Metodi della complessità e algoritmi per il decision making nel contesto del trading finanziario." Doctoral thesis, Universita degli studi di Salerno, 2016. http://hdl.handle.net/10556/2135.
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2013 - 2014This work is related to decision support systems research field, specifically to their evolution in Auto-mated Decision Systems for financial computing. This choice is the result of the many environmental variables that the solution must evaluate in order to allow the decision maker to implement its trading strategies. Furthermore, in order to remove the human component and to automate specific high frequency tra-ding techniques, has been created automated solutions that are able to acquire data from environment, identify and analyze all possible trading strategies based on the system state and finally execute them according to the decision maker constraints... [edited by author]
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Kadėnas, Audrius. "Techninės analizės naudojimas, kuriant valiutų prekybos sistemas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20140620_201342-94150.
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Lyginant su praėjusiais šimtmečiais, dvidešimtasis amžius buvo kupinas kraštutinumų. Ankstyvoji to dalis buvo sklandžiai besitęsianti XIX amžiaus taika. Bet šią tylą prieš audrą sekė I-asis Pasaulinis karas, komunizmas, nevaldoma infliacija, fašizmas, nuosmukis, II-asis Pasaulinis karas, ir sovietinė Rytų Europos okupacija. Po jų ėjo santykinio stabilumo laikotarpis, kuriame kartu egzistavo Šaltojo karo baimė, NATO aljansas ir dekolonializmas. Baigiantis amžiui, baigėsi ir Šaltasis karas, buvo sugriauta sovietų imperija, Rytų Europoje atsirado demokratija, suklestėjo Amerikos kultūriniai ir buitiniai dalykai ir atsirado euras. Dvidešimtasis amžius prasidėjo labai efektyvia tarptautine valiutine sistema, kuri buvo sunaikinta I-ojo Pasaulinio karo metu, o jos nemokšiškas atkūrimas tarpukario laikotarpiu atnešė didelį nuosmukį, Hitlerį ir II-ąjį Pasaulinį karą. Nauji veiksmai, kurie ėjo po to, labiau priklausė nuo JAV Federalinės rezervų sistemos dolerio politikos, negu nuo paties aukso metodų.. 1971m. nustojus galioti Bretton-Woods'o valiutų kursų reguliavimo sistemai, bei perėjus prie “plaukiojančiu kursų” Tarpbankinė valiutų rinka tampa pačia dinamiškiausia ir likvidžiausia pasaulio rinka - vienintele rinka dirbančia ištisa parą. Greita investuotų lėšų apyvarta, žema sandoriu savikaina bei aukštas likvidumo lygis išskiria tarpbankinė valiutų rinka iš kitų, tradicinių finansų rinkų. Valiutų rinka skirstoma i biržines ir nebiržines prekybos rinkas. Nebiržinė rinka faktiškai yra... [toliau žr. visą tekstą]By comparing with last centuries, the twentieth century has produced extremes. Its earliest part was a benign continuation of the peace of the nineteenth century. But this calm before the storm was followed by the World War I, communism, hyperinflation, fascism, depression, the World War II, and the Soviet occupation of Eastern Europe. There followed a period of comparative stability, punctuated by the balance of terror of the Cold War, the Nato Alliance, and decolonialism. Toward the end of the century the Cold War ended, the Soviet Empire was dismantled, democracy emerged in Eastern Europe, the Americana flourished and the euro came. The twentieth century began with a highly efficient international monetary system that was destroyed in World War I, and its bungled recreation in the inter-war period brought on the great depression, Hitler and the World War II. The new arrangements that succeeded it depended more on the dollar policies of the Federal Reserve System than on the discipline of gold itself. In the new arrangements, which were ratified at Bretton Woods in 1944, countries were required to establish parities fixed in gold and maintain fixed exchange rates to one another. With the breakdown of the Bretton Woods system, money supplies became more elastic, accommodating not only inflationary wage developments but also the monopolistic pricing of internationally traded commodities. Foreign Exchange trading describes trading in the many currencies of the world. It is the... [to full text]
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Bleha, Lukáš. "Automatické obchodní systémy na Forexu." Master's thesis, Česká zemědělská univerzita v Praze, 2016. http://www.nusl.cz/ntk/nusl-260432.
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The thesis characterize the international foreign exchange market Forex and systems used in the market for capital appreciation. In the first part is discussed why this market is so specific and how is trade. After that gradually resolves the issue of automated trading systems. The target is to declare important facts for creating the system. Of those, then practical part obtains data, where develops automated trading system step by step from the outset. The main target is to develop a system that can make a profit in real terms. All procedures are used as are used in practice. It is focused on creating landing rules, analysis, optimization, programming and special testing. The results then indicate the quality of the whole system. When the results are adequate, the system is trading in real terms and in real time. On this part already connected final part, and it is evaluate the results. Based on the success or failure are suggested additional recommendations for further utilization of the created system.
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Karpava, Marharyta. "Determinants of forex market movements during the European sovereign debt crisis: The role of credit rating agencies." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18398.
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The purpose of this thesis is to identify key factors underlying exchange rate developments during the European sovereign debt crisis by examining the impact of credit rating news, published by the three leading credit rating agencies, on conditional returns and volatility of EUR/USD (direct quotation) exchange rate. Empirical results highlight the importance of interest rate differential and volatility index of options exchange in explaining EUR/USD exchange rate volatilities. Downgrade announcements by Standard & Poor’s as well as watch revisions by Fitch Ratings had a detrimental impact on the value of Euro, leading to a subsequent Euro depreciation over the period under consideration (January 2009 – April 2012).
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HERNANDEZ, ORTEGA LINDA JOSELINNE. "Elaboración de un portafolio de inversión conformado por las divisas más representativas del mercado y de acciones de empresas en países emergentes del 2016 a 2018." Tesis de Licenciatura, UNIVERSIDAD AUTONOMA DEL ESTADO DE MEXICO, 2019. http://hdl.handle.net/20.500.11799/105297.
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El presente trabajo comprende la investigación del concepto de portafolio de
inversión, de los mercados de divisas y de los mercados de acciones, su impacto
económico y el funcionamiento que tienen dentro de la economía, con el propósito
de poder elaborar un portafolio de inversión que esté integrado por acciones
emitidas por empresas de países emergentes y por las divisas operadas en el
mercado FOREX, utilizando la metodología de Markowitz para obtener las
ponderaciones de los activos en el caso de la minimización del riesgo y la
maximización del rendimiento.
En el primer capítulo se hará referencia a las teorías planteadas para la
elaboración de los portafolios de inversión, sirviendo como base para su
comprensión y mejor entendimiento. Las definiciones planteadas servirán para
brindar una introducción a las bases de los activos que conforman el portafolio,
para posteriormente analizar de una manera más profunda en el segundo capitulo
al mercado de divisas y al de acciones, comprendiendo su importancia económica
y el impacto que han tenido ambos mercados con sus operaciones a nivel global.
En el tercer capítulo del trabajo, se procederá a la elaboración del portafolio de
inversión, con el objeto de comprobar la hipótesis y responder a la pregunta de
investigación. Se analiza a detalle la selección de los activos, una breve
descripción de cada uno de ellos y su comportamiento en los países respectivos
de su emisión, justificando la selección de estos para el portafolio y concluyendo
con la conformación del portafolio, calculando sus posibles riesgos, agregando las
ponderaciones calculadas para cada activo y justificando la conformación de este.
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Cibula, Peter. "Návrh automatizovaného obchodního systému na bázi trendových ukazatelů a oscilátorů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224712.
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This thesis deals with the implementation of the software for automated stock trading based on trend indicators and oscillators. It describes the various signals that are provided by formations in charts and technical indicators, but also the possibility of using advanced artificial intelligence methods. This document describes entire development process of the software from individual parts to the folding of these parts into one system. It focuses on the optimization processes of individual parts, as well as a complete system. This thesis also deals with the testing of the system on historical data and its application on the latest data. It introduces the future plans, deployment options to the real market and its further improvement in order to develop ideal business system capable of autonomous thinking and trading.
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Kucbel, Jozef. "Návrh automatizovaného obchodného systému na bázi trendových ukazateľov a oscilátorov." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-234809.
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The thesis is concerned with the design and optimization of a trading strategy on currency markets in order to maximize profit on the EURUSD currency pair. The strategy is based on standard technical indicators and is tested in demo account environment. The thesis describes the whole development from initial design to an optimized version of the draft.
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Balog, Miroslav. "Predikce vývoje pohybu kurzu na forexu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-225121.
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The thesis deals with the possibility of prediction of the exchange rate on forex. The combination of Elliott wave principle and Fibonacci numbers examines to what extent and in what time periods it is possible to predict exchange rate. The thesis use fundamental analysis and MACD oscillator to confirm the accuracy of this prediction.
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Araneda, Cordier Hugo Andrés. "Diseño e implementación de un sistema automatizado para operar en el mercado de divisas usando reglas de asociación." Tesis, Universidad de Chile, 2015. http://repositorio.uchile.cl/handle/2250/134739.
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Magíster en Gestión de OperacionesIngeniero Civil Industrial
El análisis técnico es utilizado extensamente por la mayoría de los inversionistas de mercados financieros, siendo el mercado de divisas el con mayor desarrollo y volumen de transacciones a nivel mundial. Pese a su utilización el 90% de los inversionistas pierde dinero y sólo el 10% restante es exitoso invirtiendo en los mercados financieros. En la actualidad, el uso de sistemas de transacción automatizados basados en indicadores de análisis técnico es una herramienta utilizada cada día más por los inversionistas debido al fácil acceso de software de transacción que permite automatizar las operaciones de los clientes. Con el presente trabajo, se busca encontrar estrategias de compra rentables para la divisa más líquida, el euro-dólar, utilizando reglas de decisión complementadas con estrategias de money management. Por lo anterior, el objetivo principal del proyecto es encontrar reglas de asociación rentables de compra en un horizonte de 12 años utilizando indicadores técnicos que cuantifican tendencia, volatilidad y momentum. El sistema constituido por las reglas de decisión encontradas serán programadas en MT4 para realizar el backtesting correspondiente del sistema y al mismo tiempo tener un prototipo funcional que permita generar operaciones automáticas de compra en el mercado de divisas. La metodología se enfoca en encontrar las relaciones de orden existentes entre los valores de los indicadores técnicos y el movimiento en el precio del euro-dólar en base a datos transaccionales pasados. Se realiza un análisis univariado utilizando indicadores de cada categoría por separado y posteriormente se conjugan todos los indicadores en un análisis multivariado. Para evaluar cada regla de asociación se utilizan los indicadores de soporte, confianza y se introduce la contraconfianza como indicador, que busca registrar los escenarios negativos asociados a una regla de decisión determinada. El resultado obtenido es un sistema de transacción automatizado de compras constituido por 98 reglas de asociación que luego de incorporar estrategias de money management y algoritmos genéticos para optimizar los niveles de take profit y stop loss, en un horizonte de 12 años tuvo un desempeño superior en un 24% a la estrategia buy and hold y que superó en el peor de los casos en un 96% al resultado obtenido por sistemas automatizados de trading utilizando las señales obtenidas por un sólo indicador técnico. Como conclusión del trabajo realizado se obtiene que las relaciones entre los valores de indicadores técnicos y el movimiento del precio de una divisa pueden ser correctamente evaluadas con el sistema construido, ya que las decisiones de compra basadas en su utilización permitieron obtener resultados económicos positivos y superar a los resultados obtenidos por otros sistemas basados en otras reglas. Finalmente, dentro de las extensiones a este trabajo, se encuentran evaluar reglas de asociación asociadas a compra y venta y extender el análisis a otras divisas o incluso a otros activos pertenecientes a mercados financieros diferentes.
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Kovářová, Petra. "Obchodování na Forexu a srovnání vybraných obchodních platforem." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-81897.
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This thesis deals with the Forex and trading on it. The aim of this work is to evaluate the possibility of trading primarily for retail investors, for which this financial market is becoming increasingly popular. In the first two chapters, Forex, its characteristic and information about trading are presented. In the next chapter, analysis of exchange rate development is described , both fundamental and technical. More attention is paid to technical analysis. The demonstration of application of technical analysis is presented. The last chapter deals with comparing the selected trading platforms in terms of availability, technical analysis and trading opportunities.
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Líbal, Petr. "Využití genetického programování při tvorbě obchodní strategie na devizovém trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-114025.
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This thesis deals with trading strategy development on foreign market exchange (FOREX) from a perspective of technical analysis. A hypothesis that price data can be used for stable profitable decision making is analyzed. For that purpose, financial data preparation and derived indicators are described in detail. At first, strategies are randomly constructed. Afterward, they are improved iteratively by means of evolution principles. Genetic programming is used in particular. Special attention is devoted to fitness functon definition, on which the progress of strategies depends. Besides usual criterion - profit, other aspects are taken into account. Transactional costs are included in strategy evaluation. Costs have even been increased in comparison with declared values. Some of the best strategies are tested on data, which has not been used for their development. Obtained results did not support the hypothesis. However, process of a strategy search can be improved.
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Trnka, Radek. "Obchodování na finančních trzích." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-204054.
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The thesis aims to analyze opportunities for trading in the financial markets for the retail investor, including a specific trading system applied to real investment instrument in the form of currency pair EUR / USD. A partial aim is an understandable and simple way to introduce the essence of the functioning of financial markets, introduce the various bodies that are active in the financial markets, including methods of their regulation. Another objective is to introduce various investment instruments, and because that the thesis discusses investing of real funds, the emphasis is on the list of risks and possibilities of their elimination.
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Stehlík, Jiří. "Analýza vývoje měnového páru CZK/USD na forexovém trhu." Master's thesis, Česká zemědělská univerzita v Praze, 2017. http://www.nusl.cz/ntk/nusl-262836.
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In the first, theoretical part, the Forex is explained, along with its characteristics and basics of technical and fundamental analysis, followed by economic factors affecting the development of currency exchange rates. Second part of this paper, practical part, is developed as a series of experimental trading sessions using demo account. The trades are executed using mainly fundamental data supported by technical analysis. Final part of this thesis evaluates conducted trades and other features discovered during the tradings.
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Neřád, Václav. "Návrh automatického obchodního systému pro intradenní obchodování na forexu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224989.
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This diploma thesis deals with theoretical and practical aspect of the Forex market and all important information that is necessary for its understanding and trading on this market, focused on intraday trading with automated trading system. The main goal of this thesis is to create whole information source for beginner forex traders and to describe them all trading risks and the ways how to reduce these risks, for example through the using of money management and creating suitable automated trading strategy. The next part describes fundamental, technical and partly psychological analysis. This part is mainly focused on technical analysis and describing well known and the most widely used indicators of technical analysis. Based on gained knowledge, several automated intraday trading strategies suitable for small initial capital on the most liquid currency pair EUR/USD are designed, tested and evaluated. These strategies are based on technical indicators and its combinations.
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Baltėnas, Mindaugas. "Techninės analizės taikymas valiutų prekyboje." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2012. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120702_125859-33824.
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Šiame baigiamajame bakalauro darbe nagrinėjamas techninės analizės taikymas valiutų prekyboje. Dažniausiai pasitaikantys grafikų modeliai, techniniai indikatoriai, ir jų savybės bei galimybės. Pagrindinis baigiamojo darbo tikslas yra išanalizuoti techninės analizės patikimumą euro ir dolerio poroje 4 valandų grafike. Pirmoje baigiamojo darbo dalyje pristatomi techninės analizės pradininkai, taip pat pristatoma techninė analizė teoriniu aspektu. Antroje darbo dalyje analizuojami grafiniai modeliai buvę 2011 metais, pateikiami pavyzdžiai su galimais pelno tikslais. Pateikiama populiariausių indikatorių gaunami signalai pirkti – parduoti valiutų porą. Pateikiama lentelė pagal ,,MacD‘‘ histogramos divergencijos 2011 metų parodymus. Paskutinėje baigiamojo darbo dalyje pateikiamos išvados ir pasiūlymai.Bachelor’s Final Work presents the research of technical analysis in currency trading. The most common graphic patterns, technical indicators, and their properties and possibilities are described. The main goal of this thesis is to analyze the technical analysis of the reliability of the euro-dollar pair of 4-hour chart. The first part presents technical analysis pioneer, also presents a theoretical analysis of the technical aspect. The second part of the thesis provides graphic patterns which were in 2011, are examples of the potential for profit. Provides the most popular indicators has signaled buy - sell currency pair. A table according to,, MACD histogram divergence'' of 2011 signals have been showed. Last part of the thesis contains the summary of thesis, conclusions and suggestions, references.
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Blanár, Josef. "Technická analýza vývoje měnového páru GBP/USD." Master's thesis, Česká zemědělská univerzita v Praze, 2016. http://www.nusl.cz/ntk/nusl-259199.
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This diploma thesis deals with the technical analysis of the development of the currency pair GBP/USD. It is divided into theoretical and analytical part. The theoretical part is used to define the concepts of Forex market and the issue of exchange rates along with the trading terminology according to the relevant specialized literature and internet resources. There is characterized Forex and its subjects, described the main representatives of the kinds of technical indicators and basic graphic formations that can be commonly found in the charts. Analytical part focuses on the formulation of a business plan before the start of trading, as well as the detailed analysis of selected representatives of profitable and unprofitable transactions realized during the simulated trading on a demo account by
Bossa FX for the period from October to December 2015. Afterwards there is tested the relation between the success of the realized transactions and used technical analysis tools. The result of the diploma thesis is the total retrospective evaluation of the simulated trading success rate. The output is the formulation of propositions and recommendations to help especially novice traders to make their trading as successful as possible.
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Halász, Martin. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224969.
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This master’s thesis deals with the problems of a technical analysis and its use. The first part of thesis describes theoretical background of the technical analysis and basic concepts and principles of the currency market Forex. The second part is devoted to analyzing the current situation in the environment of currency market. The output of the thesis is a desktop application for the support of technical analysis. The design and development of the application is described in the last part of this thesis.
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Ясенова, Анна Вадимівна. "Математичне та програмне забезпечення оптимізації портфелю активів на ринку іноземних валют." Master's thesis, КПІ ім. Ігоря Сікорського, 2020. https://ela.kpi.ua/handle/123456789/39929.
Full textAbstract:
Актуальність теми: на даний момент не існує жодного сервісу, який
дозволяє користувачу швидко дізнатися оптимальне співвідношення між
активами в торговому портфелі, не дивлячись на те, що математично проблема
давно вирішена.
Окрім цього, великою проблемою трейдерів-початківців є вибір активів,
які входять до портфелю. На сьогоднішній день жоден з аналітичних сервісів
ринку іноземних валют не надає користувачеві простого, і головне математично
обгрунтованого способу для вибору активів до складу свого портфелю.
Мета дослідження: Основною метою є дослідження та розробка
архітектури програмного забезпечення для зменшення витрат часу користувача
на створення портфелю активів шляхом поєднання в одному застосунку
алгоритмів кластеризації та оптимізації.
Для реалізації поставленої мети сформульовані наступні завдання:
– налагодження ETL процесу в системі;
– програмна реалізація алгоритмів;
– дослідження і порівняння швидкодії реалізованих алгоритмів;
– побудова гнучкої архітектури десктопного застосунку;
– створення програмних інтерфейсів для передачі результатів роботи
алгоритму стороннім джерелам.
Об’єкт дослідження: процес розробки програмного забезпечення
формування оптимального портфелю на ринку іноземних валют.
Предмет дослідження: алгоритми кластеризації та методи оптимізації,
програмні бібліотеки алгоритмів оптимізації та кластеризації, шляхи поєднання
кластеризації та математичної оптимізації в межах одного програмного
застосунку.
Наукова новизна результатів магістерської дисертації полягає в тому,
що запропоновано архітектурне рішення для побудови програмного
забезпечення для створення торгового портфелю, яке на відміну від інших надає користувачеві очікуваний результат при мінімальних затратах часу та
кількості необхідних дій для початку роботи. Результат досягнутий шляхом
розробки модернізованого алгоритму оптимізації.
Практичне значення отриманих результатів полягає в тому, що
реалізовані методи поєднані в межах одного застосунку і максимально прості у
використанні для користувача. Також реалізовано АРІ-інтерфейс, за допомогою
якого результати роботи алгоритмів можуть з легкістю отримувати і
застосовувати сторонні сервіси.
Зв’язок з науковими програмами, планами, темами: робота
виконувалась на кафедрі автоматизованих систем обробки інформації і
управління Національного технічного університету України "Київський
політехнічний інститут імені Ігоря Сікорського".
Публікації: Наукові положення дисертації опубліковані в Ясенова А.В.
Застосування алгоритмів кластеризації на ринку іноземних валют/ А.В.
Ясенова, О.А. Халус // Матеріали V всеукраїнської науково-практичної
конференції молодих вчених та студентів «Інформаційні системи та технології
управління» (ІСТУ-2020) – м. Київ: НТУУ «КПІ ім. Ігоря Сікорського», 26-27
листопада 2020 р.Topicality: today there is no service which allows quickly find out optimal weights for trading portfolio components, despite the fact that mathematically the problem has long been solved. It is also very difficult for novice traders to choose the assets that are part of the portfolio. Today, none of the analytical services of the foreign exchange market provides the user with a simple and, most importantly, mathematically reliable way to compose trading portfolio. The aim of the study: the main target is to research and develop software architecture for decreasing the time spent on the portfolio creation by combining in one application clustering and optimization algorithms. To achieve this goal, the following tasks were formulated: – debug the ETL process; – implementation of algorithms; – compare efficiency of implemented algorithms; – build flexible infrastructure; – create API interfaces to transfer results of work to internal sources. – create interfaces for receiving results of work of algorithms. Object of research: the process of developing software for composing the optimal portfolio in the foreign exchange market. Subject of research: clustering algorithms and optimization methods, software libraries of optimization and clustering algorithms, ways to combine clustering and mathematical optimization within one software application. The scientific novelty of the results of the master's dissertation is that for the first time proposed architecture decision for building software for composing a trading portfolio, which, unlike others, provides the user with the expected result with minimal time and the number of necessary actions to get started. The result was achieved by developing an upgraded optimization algorithm. The practical value of the obtained results is that the implemented methods are combined within one application and are as easy to use for the user. Also implemented API-interface, through which the results of the algorithms can easily receive and use third-party services. Relationship with working with scientific programs, plans, topics: work was performed at the Department of Automated Information Processing and Management Systems of the National Technical University of Ukraine «Kyiv Polytechnic Institute. Igor Sikorsky». Publications: Scientific provisions of the dissertation published in Yasenova A.V. The application of clustering methods on the foreign exchange market / A.V.Yasenova, O.A. Khalus // Proceedings of the Fifth All-Ukrainian Scientific and Practical Conference of Young Scientists and Students "Information Systems and Management Technologies" (ISTU- 2020) - Kyiv: NTUU “KPI them. Igor Sikorsky”, November 26-27, 2020.
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Pozník, Petr. "Návrh a optimalizace automatického obchodního systému pro měnový trh." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224974.
Full textAbstract:
The main objective of this thesis is to design and optimize an automated trading system so as to achive stable equity curve and profit. This model is tested on historical and current market data. Area of trading in the currency markets by using automated trading systems is very large and therefore the biggest focus is on current aproaches to technical analysis, automated systems and summarizes interesting ideas which are used to design my own automated strategy. After completing system design and optimization of the selected input parameters follows its testing on historical data and simulation of real market environment. In both cases the equity curve is profitable and shows a trend of steady growth.
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Budík, Jan. "METODY TVORBY MĚNOVÉHO PORTFOLIA." Doctoral thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2013. http://www.nusl.cz/ntk/nusl-233764.
Full textAbstract:
Doctoral thesis deals with the method of the currency portfolio creation focused on short-term trading, which not exceed one business day. That is the reason why is necessary to increase the profitability of investment positions by using financial leverage. Development of proposed investment strategies is realized with use of computer technology in combination with software that allows direct access to the foreign exchange market. The software enables direct access to a database of historical prices and has an implemented a programming language that allows effective processing of statistical analyzes, which is required for development of investment strategies. The investment strategies are optimized and tested on a database of historical price movements from 1. 1. 2004 to 31. 12. 2012 for the major currency pairs EUR/USD, GBP/USD and USD/JPY. The main assumption of entry to the market for proposed investment strategies is based on specific time intervals during the day, where is an increased probability of new short-term trends beginnings. The doctoral thesis statistically validated this assumption. The proposed method of creation a currency portfolio was applied to real market since 1. 1. 2013 to 30. 9. 2013 and was used for 20 000 $ trading account. Profitability of proposed method of creation a currency portfolio is 26,89%.
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Poláchová, Zuzana. "Návrh automatického obchodního systému pro obchodování na forexu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2018. http://www.nusl.cz/ntk/nusl-378355.
Full textAbstract:
This diploma thesis deals with the design of automated trading system for trading the currency market. On the basis of technical indicators is created a trading system in MQL4 for the MetaTrader4 platform. Part of the thesis is optimization of the proposed system and testing on historical data in order to increase stability and maximize profit.
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Maštalíř, Adam. "Návrh automatického obchodního systému pro drobného investora." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224986.
Full textAbstract:
The aim of the diploma thesis Proposal of an automated trading system for a retail investor is to propose and create an automated trading system in the forex foreign exchange market environment. Basing on an analysis of the current scientific knowledge about the topic and greatly focusing on stability and profitability of the system, a functional automated trading system fit for a retail investor is proposed. A practical application of this system on a portfolio of selected currency pairs is included in the thesis.