Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka

Bošnjak Cihlar, Željana

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scientific master's theses

Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka

Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2006. urn:nbn:hr:168:782059

Bošnjak Cihlar, Željana

University of Zagreb
Faculty of Electrical Engineering and Computing
Department of Applied Mathematics

Cite this document

APA 6th Edition

Bošnjak Cihlar, Ž. (2006). Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka (Scientific master's theses). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:782059

MLA 8th Edition

Bošnjak Cihlar, Željana. "Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka." Scientific master's theses, University of Zagreb, Faculty of Electrical Engineering and Computing, 2006. https://urn.nsk.hr/urn:nbn:hr:168:782059

Chicago 17th Edition

Harvard

Bošnjak Cihlar, Ž. (2006). 'Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka', Scientific master's theses, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 21 September 2023, https://urn.nsk.hr/urn:nbn:hr:168:782059

Vancouver

Bošnjak Cihlar Ž. Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka [Scientific master's theses]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2006 [cited 2023 September 21] Available at: https://urn.nsk.hr/urn:nbn:hr:168:782059

IEEE

Ž. Bošnjak Cihlar, "Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka", Scientific master's theses, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2006. Available at: https://urn.nsk.hr/urn:nbn:hr:168:782059

Cite this item: https://urn.nsk.hr/urn:nbn:hr:168:782059

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Metadata

Title	Istraživanje ponašanja kretanja cijena dionica primjenom dubinske analize podataka
Title (english)	Investigation of stock price behaviour patterns using data mining
Author	Željana Bošnjak Cihlar VIAF: 305673757
Mentor	Damir Kalpić (mentor)
Committee member	Bojana Dalbelo-Bašić (predsjednik povjerenstva)
Committee member	Damir Kalpić (član povjerenstva)
Committee member	Robert Manger (član povjerenstva)
Committee member	Mirta Baranović (član povjerenstva)
Granter	University of Zagreb Faculty of Electrical Engineering and Computing (Department of Applied Mathematics) Zagreb
Defense date and country	2006-06-26, Croatia
Scientific / art field, discipline and subdiscipline	TECHNICAL SCIENCES Computing Artificial Intelligence
Universal decimal classification (UDC)	004 - Computer science and technology. Computing. Data processing
Abstract	Dubinska analiza podataka zadnjih se godina sve više razvija i primjenjuje u različitim područjima, a osobito je interesantna njezina primjena na tržištu vrijednosnih papira. Poznata svjetska tržišta vrijednosnih papira imaju dugu tradiciju pa kretanja cijena dionica prate utjecaje industrijskih sektora i različite druge trendove. U Hrvatskoj tržište vrijednosnih papira nema dugu tradiciju i tek se razvija. Zato se u ovom radu metode dubinske analize primijenilo na podatke s hrvatskog tržišta vrijednosnih papira kako bi se doznalo postoje li zakonitosti ili ponašanja slična onima kakva su utvrđena na tradicijskim tržištima. Rezultati primjene metoda analize skupina su pokazali da postoje grupe dionica koje se slično ponašaju, ali također i da se dobivene skupine ne poklapaju s djelatnostima izdavatelja, tj. da se takav utjecaj nije znakovito očitovao na skupu analiziranih dionica. Također se pokazalo da bolje modele daju skupovi podataka s pomičnim prosječnim cijenama i postotcima promjene cijena, nego skupovi sa samim cijenama. Uspoređena je primjenjivost različitih metoda i algoritama. Očitovane razlike daju prednost nekim metodama, ali kvalitativno dobiveni rezultati općenito upućuju na jednake zaključke. Analiza periodičnosti nije pokazala postojanje punih periodičnosti na bazi tjedna, ali je pokazala neka interesantna pravila.
Abstract (english)	Data mining has attracted attention in different areas in recent years; especially its application has developed in finance and stock markets. Price movements of stocks traded on world stock exchanges with long tradition follow specific and known trends and are mainly influenced by factors specific to the particular industry sector to which this stock belongs. Croatian stock market is young and still developing. In this work data from Croatian stock market was used and data mining methods applied to find patterns and behaviour similar to ones on international stock markets. Cluster analysis showed existence of different stock clusters but obtained clusters did not correspond with globally accepted industry sector classifications. Analysis using moving average prices or price change ratio data produced better models than raw price data. Application of different analysis methods and algorithms was analysed. Some methods produced better results than the others, but differences did not change overall conclusions. Association analysis did not show periodicity on a weekly basis, although some interesting rules were discovered.
Keywords
Keywords (english)
Language	croatian
URN:NBN	urn:nbn:hr:168:782059
Study programme	Title: Postgraduate master programme in electrical engineering Study programme type: university Study level: postgraduate Academic / professional title: Magistar znanosti elektrotehnike (Magistar znanosti elektrotehnike)
Type of resource	Text
File origin	Born digital
Access conditions	Closed access
Terms of use
Repository	FER Repository
Created on	2019-07-11 11:42:05