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master's thesis
Model nenadziranog učenja za vrednovanje financijske imovine
2022. urn:nbn:hr:168:768369
Radić, Uršula
University of Zagreb
Faculty of Electrical Engineering and Computing

Cite this document

Radić, U. (2022). Model nenadziranog učenja za vrednovanje financijske imovine (Master's thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:768369

Radić, Uršula. "Model nenadziranog učenja za vrednovanje financijske imovine." Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2022. https://urn.nsk.hr/urn:nbn:hr:168:768369

Radić, Uršula. "Model nenadziranog učenja za vrednovanje financijske imovine." Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2022. https://urn.nsk.hr/urn:nbn:hr:168:768369

Radić, U. (2022). 'Model nenadziranog učenja za vrednovanje financijske imovine', Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 25 April 2024, https://urn.nsk.hr/urn:nbn:hr:168:768369

Radić U. Model nenadziranog učenja za vrednovanje financijske imovine [Master's thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2022 [cited 2024 April 25] Available at: https://urn.nsk.hr/urn:nbn:hr:168:768369

U. Radić, "Model nenadziranog učenja za vrednovanje financijske imovine", Master's thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2022. Available at: https://urn.nsk.hr/urn:nbn:hr:168:768369

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Metadata
TitleModel nenadziranog učenja za vrednovanje financijske imovine
Title (english)Unsupervised Learning Model for Financial Asset Pricing
AuthorUršula Radić
MentorZvonko Kostanjčar (mentor)
Committee memberZvonko Kostanjčar (predsjednik povjerenstva)
Committee memberDražen Jurišić (član povjerenstva)
Committee memberStjepan Begušić (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2022-07-15, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
Ovaj rad sadržava kratki osvrt na modele latentnih faktora i njihovu primjenu u financijama. Objašnjeni su matematički temelji za linearne faktorske modele, kao i povijest uporabe faktorskih modela u financijama. Nadalje, pojašnjena je metoda analize glavnih komponenti i njena primjena za definiranje modela latentnih faktora. Osim toga, obrađena je analiza glavnih komponenti s instrumentiranim varijablama, metoda koja stvara model latentnih faktora koji je instrumentiran podacima o financijskim vrijednosnicama. Zaključno, dokumentiran je postupak evaluacije modela analize glavnih komponenti sa instrumentiranim varijablama.
Abstract (english)
This paper contains a brief overview of latent factor models and their application in finance. It explains mathematical foundations for linear factor models, as well as the history of the use of factor models in finance. Furthermore, it describes principal component analysis and its application for defining latent factor models. In addition, it explains analysis of principal components with instrumented variables, a method that creates a model of latent factors that is instrumented with data on financial assets. Lastly, it documents the process of evaluating instrumented principal component analysis model.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:768369
Study programmeTitle: Computing
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra inženjer/inženjerka računarstva (magistar/magistra inženjer/inženjerka računarstva)
Type of resourceText
File originBorn digital
Access conditionsClosed access
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Created on2023-01-14 09:47:15