| Title: | Avtomatiziran sistem za borzno trgovanje : diplomsko delo |
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| Authors: | ID Celcer, Matevž (Author)
ID Korže, Danilo (Mentor) More about this mentor... 
ID Borovič, Mladen (Comentor) |
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| Files: |  UN_Celcer_Matevz_2019.pdf (1,38 MB)
MD5: 65F7F36C17423617A11650467A759C35
PID: 20.500.12556/dkum/6bf057f2-459b-4a35-810e-b07d2ed40048
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| Language: | Slovenian |
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| Work type: | Bachelor thesis/paper |
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| Typology: | 2.11 - Undergraduate Thesis |
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| Organization: | FERI - Faculty of Electrical Engineering and Computer Science
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| Abstract: | Namen diplomskega dela je bila raziskava in implementacija sodobnih načinov predvidevanja prihodnjih vrednosti delnic. Razloženi so koncepti borznega in avtomatiziranega trgovanja in japonske svečke. Uporabljeni so bili algoritmi RNN, AR, MA in ARIMA. Izdelek je napisan v celoti v programskem jeziku Python, ključni moduli za razvoj so bili Numpy, Pandas, Statsmodels in Keras. Uporabljena je bila verzija Python 3.7.1. |
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| Keywords: | časovne vrste, avtoregresivna časovna vrsta, AR, tekoče povprečje MA, ARIMA, ponavljajoče se nevronske mreže, RNN, avtomatizirano borzno trgovanje, japonske svečke |
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| Place of publishing: | Maribor |
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| Place of performance: | Maribor |
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| Publisher: | [M. Celcer] |
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| Year of publishing: | 2019 |
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| Number of pages: | VII, 40 f. |
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| PID: | 20.500.12556/DKUM-74770 |
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| UDC: | 336.717.71:681.5(043.2) |
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| COBISS.SI-ID: | 22792726 |
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| NUK URN: | URN:SI:UM:DK:TCQZWV9R |
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| Publication date in DKUM: | 21.11.2019 |
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| Views: | 1192 |
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| Downloads: | 119 |
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| Metadata: |    |
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| Categories: | KTFMB - FERI
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