Thesis Details
Prediktivní modelování v jazyce Python
Bachelor's Thesis
Student: Duda Jan
Academic Year: 2018/2019
Supervisor: Zendulka Jaroslav, doc. Ing., CSc.
English title
Predictive Modelling with Python
Language
Czech
Abstract
The main goal of this bachelor thesis is get to know with the data mining and its domain, also with the Knowledge discovery in databases process. It shows the most importnant approaches, which are implemented in Python language afterwards. The case study contains the prediction of index S&P 500 describing stock market developments on the US stock exchange. Both classification and regression models are used for the forecasting. Model evaluation is reached by the Monte Carlo experimental method.
Keywords
Data mining, prediction, machine learning, Python language, classification, regression, technical indicators, neural networks, SVM, MARS, financial analysis, index S&P 500, time series, Monte Carlo
Department
Degree Programme
Information Technology
Files
Status
defended, grade C
Date
12 June 2019
Reviewer
Committee
Hruška Tomáš, prof. Ing., CSc. (DIFS FIT BUT), předseda
Bidlo Michal, doc. Ing., Ph.D. (DCSY FIT BUT), člen
Češka Milan, doc. RNDr., Ph.D. (DITS FIT BUT), člen
Kreslíková Jitka, doc. RNDr., CSc. (DIFS FIT BUT), člen
Szőke Igor, Ing., Ph.D. (DCGM FIT BUT), člen
Bidlo Michal, doc. Ing., Ph.D. (DCSY FIT BUT), člen
Češka Milan, doc. RNDr., Ph.D. (DITS FIT BUT), člen
Kreslíková Jitka, doc. RNDr., CSc. (DIFS FIT BUT), člen
Szőke Igor, Ing., Ph.D. (DCGM FIT BUT), člen
Citation
DUDA, Jan. Prediktivní modelování v jazyce Python. Brno, 2019. Bachelor's Thesis. Brno University of Technology, Faculty of Information Technology. 2019-06-12. Supervised by Zendulka Jaroslav. Available from: https://www.fit.vut.cz/study/thesis/22064/
BibTeX
@bachelorsthesis{FITBT22064, author = "Jan Duda", type = "Bachelor's thesis", title = "Prediktivn\'{i} modelov\'{a}n\'{i} v jazyce Python", school = "Brno University of Technology, Faculty of Information Technology", year = 2019, location = "Brno, CZ", language = "czech", url = "https://www.fit.vut.cz/study/thesis/22064/" }