Využití programu Adaptrade při tvorbě investičního portfolia

• Main Authors: Jan Budík, Radek Doskočil
• Format: Article
• Language: ces
• Published: Faculty of Business and Management 2013-11-01
• Series: Trendy Ekonomiky a Managementu
• Subjects: optimization; artificial intelligence; genetic algorithms; evolution; datamining; foreign exchange
• Online Access: https://trends.fbm.vutbr.cz/index.php/trends/article/view/113
• ISSN: 1802-8527; 2336-6508

<strong>Purpose:</strong> The paper deals with the creation of an investment portfolio using a proactive approach and technical elements to investment and speculations. Our aim was to perform statistical analysis of selected financial instruments and to find connections between the input data. We used the software Adaptrade, which operates on the basis of genetic algorithms. <strong>Scientific aim:</strong> To solve such sophisticated statistical problems in real time standard algorithms methods cannot be used. That is why we used algorithms based on the principle of evolution. <strong>Methodology/methods:</strong> Creating an investment portfolio we used technical approach supported by statistical analysis. We excluded fundamental news (information). We used application Adaptrade from Adaptrade Software Company for statistical analysis. This application is based on genetic algorithms basis and is able to process this difficult task in real time. <strong>Findings:</strong> The connections between the input data found by sophisticated statistical analysis are suitable for decision making in the financial markets. <strong>Conclusions:</strong> The tasks with processing large quantities of inputs are very difficult. Using of genetic algorithms is one of possible solutions. The principle based on evolution provides an optimal solution by finding the crossing of two “weak” solutions or partial solutions mutation. We used the software Adaptrade which operates on the basis of genetic algorithms. A proactive approach and technical elements was used for the creation of an investment portfolio and speculations. The connections between the input data found by sophisticated statistical analysis are suitable for decision making in the financial markets. The analysis is performed for three world currencies (U.S. dollar, Euro and British pound).