Financial (stock) markets, modeling and prediction of behavior

Principal Investigator:	Ing. Jan BRČÁK
Project Number:	SGS-2021-022
Grant awarded by:	ZČU
Term:	2021-2023

CO-INVESTIGATORS:

• Ing. Jarmila IRCINGOVÁ, Ph.D.
• doc. RNDr. Mikuláš GANGUR, Ph.D.
• Ing. Jan BRČÁK
• Ing. Martin JANUŠKA, Ph.D.
• Ing. Zdeněk KRESA
• Ing. Kateřina MIČUDOVÁ, Ph.D.
• Ing. Květa PAPOUŠKOVÁ
• Olesya PETRENKO
• doc. Ing. Lukáš PFEIFER, Ph.D.
• prof. Dr. Ing. Miroslav PLEVNÝ
• Ing. Mgr. Milan SVOBODA, Ph.D.

PROJECT ANNOTATION:

The project is a continuation of the previous project. It focuses on the analysis of behavior and prediction of financial markets (mainly the stock market of the Czech Republic and Central Europe). One of the goals of the project is to create predictive models of financial (stock) market behavior and the use of these models for algorithmic trading systems.
The next part of the project deals with the evaluation of the impacts of changes in capital regulation on the resilience of the domestic banking sector and the evaluation of systemic risks of the domestic banking sector and the possibilities of reducing them.
The next part of the project deals with the possibilities of implementation and operation of Business Intelligence, the use of big data and analysis of their availability. Small and medium-sized enterprises do not have the financial resources, but also the capacity for robust, comprehensive solutions offered by large ERP systems. The project will deal with a comprehensive view of the issue of BI implementation in small and medium-sized enterprises.
The last part of the project deals with the application of quantitative approaches in the field of management for solving specific decision-making problems and the use of models in managerial decision-making.