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undergraduate thesis
Snižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2014. urn:nbn:hr:168:736938
Dubček, Goran
University of Zagreb
Faculty of Electrical Engineering and Computing

Institutional repository: FER Repository

Cite this document

Dubček, G. (2014). Snižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:736938

Dubček, Goran. "Snižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2014. https://urn.nsk.hr/urn:nbn:hr:168:736938

Dubček, Goran. "Snižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2014. https://urn.nsk.hr/urn:nbn:hr:168:736938

Dubček, G. (2014). 'Snižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici', Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 25 July 2024, https://urn.nsk.hr/urn:nbn:hr:168:736938

Dubček G. Snižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2014 [cited 2024 July 25] Available at: https://urn.nsk.hr/urn:nbn:hr:168:736938

G. Dubček, "Snižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici", Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2014. Available at: https://urn.nsk.hr/urn:nbn:hr:168:736938

Metadata
TitleSnižavanje dimenzionalnosti podataka temeljeno na multivarijantnoj statistici
Title (english)Dimensionality reduction of data based on multivariate statistics
AuthorGoran Dubček
MentorZvonko Kostanjčar (mentor)
Committee memberZvonko Kostanjčar (predsjednik povjerenstva)
Committee memberDražen Jurišić (član povjerenstva)
Committee memberAna Sović Kržić (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2014-09-17, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Electrical Engineering
Abstract
U ovom radu analizirane su dionice izlistane na Zagrebačkoj burzi. Razvili smo strategiju trgovanja i napisali pripadajuću funkciju za testiranje i optimiziranje parametara te pomoć u donošenju investicijskih odluka u realnom vremenu. Pri analizi je primarno korištena metoda analize glavnih komponenata te filtriranje signala. Dobiveni rezultati i više su nego zadovoljavajući (prosječni godišnji prinos od 8.14% unatoč silaznom trendu tržišta) te očekujem da bi se u skoroj budućnosti strategija mogla koristiti pri stvarnom trgovanju na Zagrebačkoj burzi.
Abstract (english)
We analyzed stocks listed on Zagreb Stock Exchange (ZSE), using mainly the principal components analysis method and signal filtering. We proposed a trading strategy and developed a testing and parameters optimization function. The strategy obtained very good results (average annual return of 8.14% on a bear market) so we developed a function for daily trading. We are expecting this function to be used on ZSE soon.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:736938
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 on2018-02-06 08:35:37