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master's thesis
Rani signali faznog prijelaza
Zagreb: University of Zagreb, Faculty of Science, 2018. urn:nbn:hr:217:947855
Perković, Petar
University of Zagreb
Faculty of Science
Department of Physics

Institutional repository: Repository of the Faculty of Science

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Perković, P. (2018). Rani signali faznog prijelaza (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:947855

Perković, Petar. "Rani signali faznog prijelaza." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:947855

Perković, Petar. "Rani signali faznog prijelaza." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:947855

Perković, P. (2018). 'Rani signali faznog prijelaza', Master's thesis, University of Zagreb, Faculty of Science, accessed 05 May 2024, https://urn.nsk.hr/urn:nbn:hr:217:947855

Perković P. Rani signali faznog prijelaza [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2018 [cited 2024 May 05] Available at: https://urn.nsk.hr/urn:nbn:hr:217:947855

P. Perković, "Rani signali faznog prijelaza", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2018. Available at: https://urn.nsk.hr/urn:nbn:hr:217:947855

Metadata
TitleRani signali faznog prijelaza
Title (english)Early warning signals of phase transition
AuthorPetar Perković
MentorDavor Horvatić (mentor)
Committee memberDavor Horvatić (predsjednik povjerenstva)
Committee memberKrešimir Kumerički (član povjerenstva)
Committee memberŽeljko Skoko (član povjerenstva)
Committee memberDanko Radić (član povjerenstva)
Committee memberMihael Makek (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Physics)
Zagreb
Defense date and country2018-12-11, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Physics
Abstract
U ovom radu predstavljena je metodologija za dobivanje ranih signala faznog prijelaza u složenim sustavima uzimajući u obzir povezanost medu članovima sustava. Metodologija je primijenjena na sustav od devet različitih kriptovaluta. Korištena je transferna entropija za dobivanje težinskih usmjerenih veza između različitih članova sustava. Pomoću dobivenih veza konstruirana je usmjerena mreža kriptovaluta u različitim vremenskim točkama. Iz promatranja ponašanja mreže kroz vrijeme uočeno je povećanje povezanosti u razdobljima naglih promjena na tržištu. Uveden je indeks povezanosti i uspoređen s kretanjem vrijednosti bitcoina. Dobiveni rezultati ukazuju na mogućnost primjene korištene metodologije za otkrivanje ranih signala u složenim sustavima.
Abstract (english)
In this thesis, we present the methodology for obtaining early warning signals of the phase transition for complex systems by taking into account the relationship between elements that build specific system. The methodology is applied to a system of nine different cryptocurrencies. Transfer entropy was used to obtain directed weighted links between different system members. By using obtained links a directed network of cryptocurrencies is constructed at different time points. From the observation of the network’s behavior over time, we notice an increase in connectedness in times of severe market changes. The connectedness index is introduced and compared with the movement of bitcoin price. The obtained results indicate the possibility of using the presented methodology for detecting early warning signals in complex systems.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:947855
Study programmeTitle: Physics; specializations in: Research
Course: Research
Study programme type: university
Study level: integrated undergraduate and graduate
Academic / professional title: magistar/magistra fizike (magistar/magistra fizike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2019-01-16 12:23:03