20.500.12556/DKUM-61370 META-HEVRISTIČNO ISKANJE OPTIMALNE TRGOVALNE STRATEGIJE ZA BORZO BITSTAMP SEARCH FOR AN OPTIMAL TRADING STRATEGY ON BITSTAMP STOCK EXCHANGE USING META-HEURISTICS V diplomski nalogi smo s pomočjo meta-hevristike razvili algoritem, ki je sposoben v polinomskem času poiskati optimalne vrednosti parametrov trgovalnih tehničnih indikatorjev, z namenom, da bi dobili trgovalno strategijo za izmenjavo bitcoinov na borzi Bitstamp, ki bi prinašala pozitiven donos. Predstavili smo kaj je bitcoin in elektronsko borzo Bitstamp. Nato smo na kratko predstavili osnovne pojme tehničnega trgovanja na borzah. V nadaljevanju smo opredelili pojem meta-hevristika in opisali najbolj pogoste metode meta-hevristike in algoritme. Sledi genetski algoritem ki smo ga razvili za iskanje trgovalne strategije. Za konec pa smo še prikazali najboljšo strategijo, ki jo je algoritem našel. In this paper work, an algorithm is developed with the help of meta-heuristics which is able to find optimal parameter values of the trading technical indicators in polynomial time in order to obtain the trading strategy for the exchange of bitcoins on Bitstamp and would result as a positive return. Also, the bitcoin and Bitstamp are presented. Furthermore, the basic concepts of technical trading on stock exchanges are described. The term meta-heuristic is defined and followed by the description of the most common meta-heuristics methods and algorithms. A genetic algorithm that was developed is also shown and the best strategy found by the algorithm is presented. bitcoin bitstamp meta-hevristika genetski algoritmi trgovalna strategija bitcoin bitstamp meta-heuristics genetic algorithms trading strategy true true false G. Flajs Slovenski jezik Angleški jezik Diplomsko delo 2016-08-02 18:13:05 2016-09-27 09:18:55 2022-06-26 03:06:18 2019-07-11 12:18:27 2016 0 [Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 004.424.5.021(043.2) 20123158 URN:SI:UM:DK:EPQHKLUT UN_Flajs_Gregor_2016.pdf UN_Flajs_Gregor_2016.pdf 1 C4BFF8B7C1642CD3E9AE7463D103235E 5da775b59c32c3c79d10d3b2b112d9d857e8e68480a0824520eb2c9afa93bf57 f6c2eea6-7c0c-11eb-bb7a-00155d0001ca https://dk.um.si/Dokument.php?lang=slv&id=97717 Fakulteta za elektrotehniko, računalništvo in informatiko 0 0 0