prikaz prve stranice dokumenta Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova
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undergraduate thesis
Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2021. urn:nbn:hr:168:834899
Dužević, Pavao
University of Zagreb
Faculty of Electrical Engineering and Computing

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Dužević, P. (2021). Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:834899

Dužević, Pavao. "Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2021. https://urn.nsk.hr/urn:nbn:hr:168:834899

Dužević, Pavao. "Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2021. https://urn.nsk.hr/urn:nbn:hr:168:834899

Dužević, P. (2021). 'Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova', Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 17 November 2024, https://urn.nsk.hr/urn:nbn:hr:168:834899

Dužević P. Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2021 [cited 2024 November 17] Available at: https://urn.nsk.hr/urn:nbn:hr:168:834899

P. Dužević, "Algoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova", Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:168:834899

Metadata
TitleAlgoritmi za particioniranje grafova zavisnosti financijskih vremenskih nizova
Title (english)Algorithms for Partitioning Dependence Graphs of Financial Time Series
AuthorPavao Dužević
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 country2021-09-02, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
Cilj ovog rada je predstaviti metodu formiranja grafa iz matrice korelacije vremenskih nizova te prikazati njegova svojstva u svrhu particioniranja i posljedično tome izgradnje hijerarhijske strukture. Takva hijerarhijska struktura grupira slične vremenske nizove u podgrafove izvornog grafa. Koristeći opisanu metodologiju, gradimo i ispitujemo svojstva takvih grafova na vremenskim nizovima povrata financijskih vrijednosnica. Algoritam za particioniranje grafa koji se koristi u svrhu dobivanja rezultata unutar ovog rada je algoritam spektralne bisekcije. U konačnici, algoritam je ispitan na vremenskim nizovima cijena dionica Američkog indeksa 1000 najvećih kompanija po kapitalizaciji – Russell 1000.
Abstract (english)
The goal of this thesis is to present a method of graph forming from correlation matrix of several time series and to show the graph's properties with the purpose of partitioning it and, as a consequence, building a hierarchical structure. Such a hierarchical structure groups similar time series in subgraphs of the original graph. We build and test properties of said graphs on financial securities return time series by using the described methodology. The graph partitioning algorithm used to attain results within this thesis is a spectral bisection algorithm. In the end, the algorithm is tested on stock price time series of the 1000 largest companies by capitalisation, as categorised by the American index - Russel 1000.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:834899
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 on2023-01-14 20:21:04