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master's thesis
Predviđanje cijena dionica pomoću analize vremenskih serija
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2021. urn:nbn:hr:168:670131
Mramor, Ivona
University of Zagreb
Faculty of Electrical Engineering and Computing

Institutional repository: FER Repository

Cite this document

Mramor, I. (2021). Predviđanje cijena dionica pomoću analize vremenskih serija (Master's thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:670131

Mramor, Ivona. "Predviđanje cijena dionica pomoću analize vremenskih serija." Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2021. https://urn.nsk.hr/urn:nbn:hr:168:670131

Mramor, Ivona. "Predviđanje cijena dionica pomoću analize vremenskih serija." Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2021. https://urn.nsk.hr/urn:nbn:hr:168:670131

Mramor, I. (2021). 'Predviđanje cijena dionica pomoću analize vremenskih serija', Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 21 June 2024, https://urn.nsk.hr/urn:nbn:hr:168:670131

Mramor I. Predviđanje cijena dionica pomoću analize vremenskih serija [Master's thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2021 [cited 2024 June 21] Available at: https://urn.nsk.hr/urn:nbn:hr:168:670131

I. Mramor, "Predviđanje cijena dionica pomoću analize vremenskih serija", Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:168:670131

Metadata
TitlePredviđanje cijena dionica pomoću analize vremenskih serija
Title (english)Stock Price Prediction Using Time Series Analysis
AuthorIvona Mramor
MentorMarin Šilić (mentor)
Committee memberMarin Šilić (predsjednik povjerenstva)
Committee memberKlemo Vladimir (član povjerenstva)
Committee memberGoran Delač (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2021-07-05, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
U sklopu ovog rada napravljeno je predviđanje cijene dionica bazirano na metodama analize vremenske serije. Objašnjene su vremenske serije i financijske vremenske serije. Opisan je programski i arhitekturno sustav za predviđanje cijene dionica. Sustav se bazira na tri modela: model ekstremnog gradijentnog pojačanja-XGBoost, Facebook Prophet te mreža s dugom kratkoročnom memorijom-LSTM. Sva tri modela baziraju svoja predviđanja cijene dionica na cijenama dionica od prethodnih dana. Detaljno je teorijski objašnjen svaki model i prikazani koraci razvoja konačnih modela. Pojašnjeni su skupovi podataka od tri dionica koji su korišteni za ispitivanje modela. Za svaki model i za svaku dionicu detaljno su objašnjeni i uspoređeni rezultati.
Abstract (english)
In this thesis, a stock price forecast based on time series analysis methods was made. Time series and financial time series are explained. A program and architectural system for predicting stock prices is described. The system is based on three models: the model of extreme gradient boosting-XGBoost, Facebook Prophet and the network with long short-term memory-LSTM. All three models base their stock price forecasts on stock prices from previous days. Each model is theoretically explained in detail and presented the steps of development of the final model. The datasets for three stocks used to test the model are explained. For each model and for each stock, the results were explained and compared in detail.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:670131
Study programmeTitle: Computing
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra inženjer/inženjerka računarstva (magistar/magistra inženjer/inženjerka računarstva)
Type of resourceText
File originBorn digital
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Created on2023-01-13 13:16:21