The research of factors affecting share price movement, prediction of share price movement and design of algorithms for self-acting trading

Principal Investigator:	Ing. Pavla ŘÍHOVÁ, Ph.D.
Project Number:	SGS-2015-026
Grant awarded by:	ZČU
Term:	2015-2016

CO-INVESTIGATORS:

• doc. RNDr. Mikuláš GANGUR, Ph.D.
• Ing. Mgr. Milan SVOBODA, Ph.D.

PROJECT ANNOTATION:

The aim of this research is to analyse factors affecting fluctuations in share price movements, especially business indicators e. g. sales, profit and cost development and fundamental share valuation. Stochastic predictive models will be designed on the basis of this analysis. Their success will be verified by algorithms that will generate business strategies. The achieved assessment of these business strategies will be compared with an assessment that can be achieved by passive investment strategy “Buy & Hold“.