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undergraduate thesis
Model povrata kriptovaluta zasnovan na sentimentu
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2019. urn:nbn:hr:168:196663
Papić, Jozo
University of Zagreb
Faculty of Electrical Engineering and Computing

Institutional repository: FER Repository

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Papić, J. (2019). Model povrata kriptovaluta zasnovan na sentimentu (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:196663

Papić, Jozo. "Model povrata kriptovaluta zasnovan na sentimentu." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2019. https://urn.nsk.hr/urn:nbn:hr:168:196663

Papić, Jozo. "Model povrata kriptovaluta zasnovan na sentimentu." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2019. https://urn.nsk.hr/urn:nbn:hr:168:196663

Papić, J. (2019). 'Model povrata kriptovaluta zasnovan na sentimentu', Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 26 July 2024, https://urn.nsk.hr/urn:nbn:hr:168:196663

Papić J. Model povrata kriptovaluta zasnovan na sentimentu [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2019 [cited 2024 July 26] Available at: https://urn.nsk.hr/urn:nbn:hr:168:196663

J. Papić, "Model povrata kriptovaluta zasnovan na sentimentu", Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2019. Available at: https://urn.nsk.hr/urn:nbn:hr:168:196663

Metadata
TitleModel povrata kriptovaluta zasnovan na sentimentu
Title (english)A Model for Cryptocurrency Returns based on Sentiment
AuthorJozo Papić
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 country2019-09-04, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
Kriptovalute su jedna od najbrže rastućih grana tehnologije u zadnjih par godina. Kako su relativno nova tehnologija nameće se pitanje je li moguće izraditi kvalitetne modele povrata kriptovaluta na osnovi raznih faktora. Ovaj rad bavi se faktorom sentimenta. Kao faktor sentimenta uzima se omjer broja spominjanja na društvenoj mreži Twitter i tržišne kapitalizacije. Početna pretpostavka bila je da će ulaganje u kriptovalute s velikim faktorom sentimenta imati pozitivne povrate no ispostavilo se upravo suprotno. U svrhu istraživanja provedeni su postupci slaganja portfelja za dvotjedne( dnevni i dvotjedni povrati) i mjesečne rebalanse( dnevni, 15-dnevni i mjesečni povrati). Iako za niti jedan način gledanja povrata portfelja nisu dobiveni kvalitetni statistički podatci, izabrana su dva načina koja su bila najbliža kvalitetnim rezultatima te su izrađeni modeli povrata kriptovaluta.
Abstract (english)
Cryptocurrencies are one of the fastest growing branches in technology in last few years. As a relatively new technology, the question is whether it is possible to make quality models of cryptocurrency returns based on various factors. This thesis covers a sentiment factor. As a sentiment factor, the ratio of the number of mentioning on social network Twitter and market capitalization was used. First hypothesis was that investing in cryptocurrencies with bigger sentiment factor will have positive returns, but it ended up being exactly the opposite. In the research, portfolio forming procedures were implemented for two week( daily and two week returns) and monthly( daily, 15-day, monthly returns) rebalances. Although neither of the forming procedures passed the statistical test, two procedures that got the results closest to ideal results were chosen and cryptocurrency return models were formed.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:196663
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 20:56:42