| Title |
Dirbtinio intelekto metodų taikymo automatiniam prekybos robotui galimybių tyrimas / |
| Translation of Title |
Feasibility study of artificial inteliligence methods application for automatic trading robot. |
| Authors |
Andriuška, Julius |
| Full Text |
|
| Pages |
85 |
| Keywords [eng] |
rankings ; algorithmic trading ; MS Excel ; VBA ; finviz.com |
| Abstract [eng] |
The paper provides an overview of the stock market, it’s patterns and possibilities of algorithmic systems usability. Created system works independently, without human intervention with the main goal to make successful financial decisions in the global stock market and simulate trading actions. In order to implement the task selected the ranking methodology, created by the famous American financial advisor Ted Allrich. Modified version of this ranking methodology is adapted for this work. Two ranking methods (rigid and don’t rigid) and 6 different observation time of investment portfolios were analyzed. MS Excel software package and integrated VBA programming environment are selected for algorithm implementation. The program code is written and install user interface using Excel forms in this environment. Created system is capable under the user described criteria to login to the website \"finviz.com\" and using duplicate connections tactics to collect selected stock data. In order to test system 5-month period is chosen. The results, advantages and disadvantages of this system are presented in Master's thesis. |
| Dissertation Institution |
Kauno technologijos universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2016 |
