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undergraduate thesis
Računalna metoda za procjenu momenta u financijskim vremenskim nizovima
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2018. urn:nbn:hr:168:878900
Barišić, Mia
University of Zagreb
Faculty of Electrical Engineering and Computing

Institutional repository: FER Repository

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Barišić, M. (2018). Računalna metoda za procjenu momenta u financijskim vremenskim nizovima (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:878900

Barišić, Mia. "Računalna metoda za procjenu momenta u financijskim vremenskim nizovima." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2018. https://urn.nsk.hr/urn:nbn:hr:168:878900

Barišić, Mia. "Računalna metoda za procjenu momenta u financijskim vremenskim nizovima." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2018. https://urn.nsk.hr/urn:nbn:hr:168:878900

Barišić, M. (2018). 'Računalna metoda za procjenu momenta u financijskim vremenskim nizovima', Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 21 December 2024, https://urn.nsk.hr/urn:nbn:hr:168:878900

Barišić M. Računalna metoda za procjenu momenta u financijskim vremenskim nizovima [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2018 [cited 2024 December 21] Available at: https://urn.nsk.hr/urn:nbn:hr:168:878900

M. Barišić, "Računalna metoda za procjenu momenta u financijskim vremenskim nizovima", Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2018. Available at: https://urn.nsk.hr/urn:nbn:hr:168:878900

Metadata
TitleRačunalna metoda za procjenu momenta u financijskim vremenskim nizovima
Title (english)Computational Method for Momentum Estimation in Financial Time Series
AuthorMia Barišić
MentorZvonko Kostanjčar (mentor)
Committee memberZvonko Kostanjčar (predsjednik povjerenstva)
Committee memberMate Puljiz (član povjerenstva)
Committee memberStjepan Begušić (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2018-09-19, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Electrical Engineering
Abstract
Ovaj je rad nastao kao istraživanje ponašanja hrvatskih dioničara nakon saznanja o dobiti ili gubitku dioničkih društava u prethodnom tromjesečju, tj. ispitivanje metoda za procjenu momenta u trendovima cijena nastalog radi objave financijskog izvješća. Nakon detaljne analize podataka o cijenama dionica uvrštenih u indeks CROBEX i podataka o vremenu izlazaka financijskih izvješća prikazani su rezultati statističke analize rađene u programu Matlab2017. Prikaz rezultata se sastoji od tablica s različitim vremenskim nizovima nad kojima se provodila analiza, i njima pripadajućih korelacija, objašnjenja i grafičkih prikaza dobivenih rezultata. Na kraju se nalaze komentari na provedenu analizu, prijedlog za njeno poboljšanje te zaključak kako doista nastaju momenti u cijenama radi objava financijskih izvješća.
Abstract (english)
This paper was created as a study of the behavior of Croatian shareholders after obtaining information about the profit or loss of joint stock companies in the previous quarter, ie developing the methods for estimation of the momentum in the price trends that happen due to publications of the financial statements. After thoroughly analysing the stock prices data included in the Zagreb Stock Exchange index CROBEX and the financial statements release dates data in Matlab2017, results are presented and explained. The presentation of results consists of tables with different time series over which the analysis was conducted, and also their correlations, explanations and graphs of the presented results. Finally, there are commentaries on the analysis, a proposal for its improvement, and a conclusion as to there actually happens the momentum in financial time series preceded by the publication of the financial statements.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:878900
Study programmeTitle: Electrical Engineering and Information Technology
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka elektrotehnike i informacijske tehnologije (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka elektrotehnike i informacijske tehnologije)
Type of resourceText
File originBorn digital
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Created on2019-03-13 18:52:52