Thesis Details

Algoritmické obchodování na burze s využitím dat z Twitteru

Master's Thesis Student: Kříž Jakub Academic Year: 2014/2015 Supervisor: Szőke Igor, Ing., Ph.D.
English title
Algorithmic Trading Using Twitter Data
Language
Czech
Abstract

This master's thesis describes creation of prediction system. This system predicts future market development based on stock exchange data and twitter messages analysis. Tweets from two different sources are analysed by mood dictionaries or via recurrent neural networks. This analysis results and technical analysis of stock exchange data results are used in multilayer neural network for prediction. A business strategy is created and tested based on results of this prediction. Design and implementation of prediction system is described in this thesis. This system achieved revenue increase more than 25 % of some business strategies by tweets analysis. However this improvement applies for certain data and timeframe.

Keywords

stock market, trading, Twitter, neural network, technical and fundamental analysis, prediction, automatic trading system

Department
Department of Computer Graphics and Multimedia FIT BUT
Degree Programme
Information Technology, Field of Study Intelligent Systems
Files
Status
defended, grade C
Date
23 June 2015
Reviewer
Plchot Oldřich, Ing., Ph.D.
Committee
Zbořil František V., doc. Ing., CSc. (DITS FIT BUT), předseda
Bartík Vladimír, Ing., Ph.D. (DIFS FIT BUT), člen
Bidlo Michal, doc. Ing., Ph.D. (DCSY FIT BUT), člen
Hrubý Martin, Ing., Ph.D. (DITS FIT BUT), člen
Meduna Alexander, prof. RNDr., CSc. (DIFS FIT BUT), člen
Steingartner William, Ing., Ph.D. (TUKE), člen
Citation
KŘÍŽ, Jakub. Algoritmické obchodování na burze s využitím dat z Twitteru. Brno, 2015. Master's Thesis. Brno University of Technology, Faculty of Information Technology. 2015-06-23. Supervised by Szőke Igor. Available from: https://www.fit.vut.cz/study/thesis/17799/
BibTeX 
@mastersthesis{FITMT17799,
    author = "Jakub K\v{r}\'{i}\v{z}",
    type = "Master's thesis",
    title = "Algoritmick\'{e} obchodov\'{a}n\'{i} na burze s vyu\v{z}it\'{i}m dat z Twitteru",
    school = "Brno University of Technology, Faculty of Information Technology",
    year = 2015,
    location = "Brno, CZ",
    language = "czech",
    url = "https://www.fit.vut.cz/study/thesis/17799/"
}

Theses

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