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undergraduate thesis
Model povrata kriptovaluta zasnovan na podatcima iz lanaca blokova
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2019. urn:nbn:hr:168:389103
Goluža, Sven
University of Zagreb
Faculty of Electrical Engineering and Computing

Institutional repository: FER Repository

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Goluža, S. (2019). Model povrata kriptovaluta zasnovan na podatcima iz lanaca blokova (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:389103

Goluža, Sven. "Model povrata kriptovaluta zasnovan na podatcima iz lanaca blokova." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2019. https://urn.nsk.hr/urn:nbn:hr:168:389103

Goluža, Sven. "Model povrata kriptovaluta zasnovan na podatcima iz lanaca blokova." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2019. https://urn.nsk.hr/urn:nbn:hr:168:389103

Goluža, S. (2019). 'Model povrata kriptovaluta zasnovan na podatcima iz lanaca blokova', Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 29 June 2024, https://urn.nsk.hr/urn:nbn:hr:168:389103

Goluža S. Model povrata kriptovaluta zasnovan na podatcima iz lanaca blokova [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2019 [cited 2024 June 29] Available at: https://urn.nsk.hr/urn:nbn:hr:168:389103

S. Goluža, "Model povrata kriptovaluta zasnovan na podatcima iz lanaca blokova", Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2019. Available at: https://urn.nsk.hr/urn:nbn:hr:168:389103

Metadata
TitleModel povrata kriptovaluta zasnovan na podatcima iz lanaca blokova
Title (english)A Model for Cryptocurrency Returns Based on Blockchain Data
AuthorSven Goluža
MentorZvonko Kostanjčar (mentor)
Committee memberZvonko Kostanjčar (predsjednik povjerenstva)
Committee memberStjepan Begušić (član povjerenstva)
Committee memberVanessa Keranović (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2019-07-12, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
U radu je obrađena metodologija određivanja fundamentalne vrijednosti kriptovaluta. Definiran je NVT omjer te su prikazana svojstva tržišta kriptovaluta i postupak određivanja NVT omjera kriptovaluta. Opisan je postupak slaganja i upravljanja investicijskim portfeljem te najvažnije tehnike poput raspodijeljivanja imovine i rebalansiranja portfelja. Složen je investicijski portfelj kriptovaluta prema njihovom NVT omjeru čije su izvedbe testirane na dva načina. Uz to je napravljen investicijski portfelj kriptovaluta prema NVNT omjeru kriptovaluta čije su izvedbe također testirane. Konstruiran je faktorski model povrata kriptovaluta sačinjen od dva faktora koji čine povrat tržišnog portfelja i povrat portfelja kriptovaluta s najboljom izvedbom. Faktorski model konstruiran je za određeni broj kriptovaluta i interpretiran za svaku od njih.
Abstract (english)
In this thesis cryptocurrency fundamental analysis is described. NVT ratio is explained and cryptocurrency market overview is given with NVT ratio being determined for each cryptocurrency from considered dataset. Portfolio management is explained along with its key elements such as asset allocation and rebalancing. Two cryptocurrency portfolios are formed based on cryptoasset NVT ratio and one portfolio is formed based on cryptoasset NVNT ratio. Portfolio performances are tested and results are explained. Factor model containing two factors is built. Factors consist of market portfolio return and best-performed cryptocurrency portfolio return. Model is built for each of the observed cryptocurrency and used to explain cryptocurrency returns.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:389103
Study programmeTitle: Computing
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva)
Type of resourceText
File originBorn digital
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Created on2020-01-07 18:10:32