Machine learning with applications to finance

• Thesis title in Czech: Strojové učení s aplikacemi ve financích
• Thesis title in English: Machine learning with applications to finance
• Key words: strojové učení, klasifikace, predikce, finance
• English key words: machine learning,classification, prediction, finance
• Academic year of topic announcement: 2017/2018
• Thesis type: Bachelor's thesis
• Thesis language: angličtina
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: doc. RNDr. Jan Hurt, CSc.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 03.10.2017
• Date of assignment: 17.10.2017
• Confirmed by Study dept. on: 14.12.2017
• Date and time of defence: 21.06.2018 08:00
• Date of electronic submission: 16.05.2018
• Date of submission of printed version: 18.05.2018
• Date of proceeded defence: 21.06.2018
• Opponents: doc. RNDr. Jan Večeř, Ph.D.

Guidelines

Řešitel(ka) pojedná o vybraných metodách strojového učení (s učitelem i bez učitele). Pomocí vhodného software bude tyto metody ilustrovat na reálných datech.

References

[1] Wolfram, S.: An Elementary Introduction to the Wolfram Language by Stephen Wolfram. Wolfram Media. 2nd edition Champaign (IL) 2017. http://wolfr.am/eiwl
[2] Franke, J., Haerdle, W., Hafner, C. M.: Statistics of Financial Markets. Springer. Berlin 2004.
[3] Machine learning in finance. Neurocomputing (Special Isssue).Volume 264, Edited by Peter Sarlin and Kaj-Mikael Björk. Pages 1-88 (15 November 2017)

Preliminary scope of work

Strojové učení s učitelem i bez učitele. Aplikace ve financích.

Preliminary scope of work in English

Supervised and unsupervised machine learning. Applications to finance.