Sustav za prikupljanje i obradu financijskih podataka

master's thesis

• Title (english): Financial Data Collection and Processing System
• Author: Nika Šućurović
• Mentor: Zvonko Kostanjčar (mentor)
• Committee member: Zvonko Kostanjčar (predsjednik povjerenstva)
• Committee member: Tomislav Petković (član povjerenstva)
• Committee member: Juraj Petrović (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; Zagreb
• Defense date and country: 2020-07-08, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Computing

Abstract

Ovaj rad predstavlja različite vrste izvještaja u XLSX formatu izdavatelja čiji su vrijednosni papiri uvršteni na Zagrebačkoj burzi. Njihova se pretvorba u strukturirani oblik obavlja korištenjem Java biblioteke za strukturirani prikaz financijskih podataka koja je dokumentirana u radu. Potom je predstavljena arhitektura sustava koji koristi Spring radni okvir, cron izraze, MinIO sustav za pohranu dokumenata i MongoDB bazu podatka kako bi se omogućilo automatsko prikupljanje i obrada financijskih podatka. Predlaže se Fama-French trofaktorski model koji koristi obrađene financijske podatke i linearnu regresiju za slaganje portfelja investitora.

Abstract (english)

This thesis introduces different kinds of reports in XLSX format from issuers whose securities are listed on the Zagreb Stock Exchange. Their conversion into a structured form is performed using a Java library for structured presentation of financial data that is documented in the paper. Architecture of the system that uses Spring framework, cron expressions, MinIO storage system and MongoDB database for enabling automatic collection and processing of financial data is introduced. Fama-French three-factor model, which uses the processed financial data and linear regression to create an investor’s portfolio, is proposed.

• Keywords: Zagrebačka burza; financijski izvještaji; Fama-French; linearna regresija
• Keywords (english): Zagreb Stock Exchange; financial reports; Fama-French; linear regression
• Language: croatian
• URN:NBN: urn:nbn:hr:168:223283
• Study programme: Title: Computing; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra inženjer/inženjerka računarstva (magistar/magistra inženjer/inženjerka računarstva)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2023-01-13 10:48:48