Modeling and forecasting stock market returns – Zuzana Jedličková
Zuzana Jedličková
Diplomová práce
Modeling and forecasting stock market returns
Modeling and forecasting stock market returns
Anotace:
In this thesis, five models are introduced, discussed, and applied – autoregressive integrated moving average (ARIMA), artificial neural network (ANN), convolutional neural network (CNN), long short-term memory (LSTM) and hybrid CNN+ANN+LSTM. For the analysis, data about daily adjusted closing prices of six pharmaceutical stocks from 1st January till 3rd June 2022 were obtained, transformed into logarithmic …víceAbstract:
In this thesis, five models are introduced, discussed, and applied – autoregressive integrated moving average (ARIMA), artificial neural network (ANN), convolutional neural network (CNN), long short-term memory (LSTM) and hybrid CNN+ANN+LSTM. For the analysis, data about daily adjusted closing prices of six pharmaceutical stocks from 1st January till 3rd June 2022 were obtained, transformed into logarithmic …více
Jazyk práce: angličtina
Datum vytvoření / odevzdání či podání práce: 30. 6. 2022
Identifikátor:
https://vskp.vse.cz/eid/87745
Obhajoba závěrečné práce
- Obhajoba proběhla 25. 8. 2022
- Vedoucí: Ondřej Šimpach
- Oponent: Diana Bílková
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Instituce archivující a zpřístupňující práci: Vysoká škola ekonomická v Prazehttps://vskp.vse.cz/eid/87745
Vysoká škola ekonomická v Praze
Magisterský studijní program / obor:
Economic Data Analysis / Data Analysis and Modeling
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