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master's thesis
Model kompleksnog sustava zasnovan na agentima
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2014. urn:nbn:hr:168:933585
Kolonić, Jasmina
University of Zagreb
Faculty of Electrical Engineering and Computing

Institutional repository: FER Repository

Cite this document

Kolonić, J. (2014). Model kompleksnog sustava zasnovan na agentima (Master's thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:933585

Kolonić, Jasmina. "Model kompleksnog sustava zasnovan na agentima." Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2014. https://urn.nsk.hr/urn:nbn:hr:168:933585

Kolonić, Jasmina. "Model kompleksnog sustava zasnovan na agentima." Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2014. https://urn.nsk.hr/urn:nbn:hr:168:933585

Kolonić, J. (2014). 'Model kompleksnog sustava zasnovan na agentima', Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 17 November 2024, https://urn.nsk.hr/urn:nbn:hr:168:933585

Kolonić J. Model kompleksnog sustava zasnovan na agentima [Master's thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2014 [cited 2024 November 17] Available at: https://urn.nsk.hr/urn:nbn:hr:168:933585

J. Kolonić, "Model kompleksnog sustava zasnovan na agentima", Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2014. Available at: https://urn.nsk.hr/urn:nbn:hr:168:933585

Metadata
TitleModel kompleksnog sustava zasnovan na agentima
Title (english)An agent based model of a complex system
AuthorJasmina Kolonić
MentorBranko Jeren (mentor)
Committee memberBranko Jeren (predsjednik povjerenstva)
Committee memberDražen Jurišić (član povjerenstva)
Committee memberZvonko Kostanjčar (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2014-07-08, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
Tržište dionica predstavlja kompleksan sustav s velikim brojem sudionika gdje je konačno kretanje cijena dionica određeno agregiranim ponašanjem sudionika (agenata). U ovom radu predstavljen je model tržišta zasnovan na agentima. Svaki agent na temelju financijskih pokazatelja iz prošlosti predviđa buduće stanje i trguje na temelju svojih evaluacija. Izlazna cijena modela određena je trgovanjem agenata, a njihove evaluacije tvore intervale koji predstavljaju predikciju cijene. Model je testiran i uspoređen s podacima sa Zagrebačke burze. Rezultati ukazuju da model prati kretanje cijene dionica, te pokazuju prediktivnu sposobnost za nekoliko idućih dana trgovanja.
Abstract (english)
Stock market represents a complex system with large number of participants. The prices of stocks are a result of the participants' (agents') actions. In this thesis an agent based model is given for the stock market. Each agent predicts the future price of a stock from the financial indicators from the past and trades based upon that predictions. The output price of the model is defined by the trading and agents' predictions form intervals which represent the final prediction of the price. The model was tested and compared to the data obtained from Zagreb Stock Exchange. The results show that the model follows the trajectory of the price and shows predictive power for the next couple of days.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:933585
Study programmeTitle: Information and Communication Technology
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra inženjer/inženjerka informacijske i komunikacijske tehnologije (magistar/magistra inženjer/inženjerka informacijske i komunikacijske tehnologije)
Type of resourceText
File originBorn digital
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Created on2018-02-06 09:44:00