Razvoj momentnih strategija zasnovan na analizi sentimenta

undergraduate thesis

• Title (english): Momentum strategies development based on sentiment analysis
• Author: Matija Juranović
• Mentor: Zvonko Kostanjčar (mentor)
• Committee member: Zvonko Kostanjčar (predsjednik povjerenstva)
• Committee member: Dražen Jurišić (član povjerenstva)
• Committee member: Ana Sović Kržić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; Zagreb
• Defense date and country: 2016-09-21, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Electrical Engineering

Abstract

U ovom radu trebalo je sa Zagrebačke burze prikupiti podatke o kretanju dionica za 6 kompanija te identificirati intervale u kojima su cijene dionica iznadprosječno rasle, odnosno padale. Zatim je trebalo u tim intervalima prikupiti dnevne vijesti. Provjeriti ima li u vijestima podataka koje uzrokuju dinamiku u cijeni. Ako postoji opravdanje u vijestima za kretanje dionice, te vijesti pokušati grupirati te odrediti kakav tip vijesti uzrokuje iznadprosječnu dinamiku u cijeni. Svi rezultati prikazani su preko grafova i pokazalo se da postoji određeni tip vijesti koji uzrokuje naglo kretanje cijene dionice.

Abstract (english)

In this graduation thesis we needed to gather informations of stocks movement for six companies and indentify intervals in which stocks prices were rising above average or falling. Furthermore it was necessary to collect daily news in those intervals. To check if there is any facts from news that cause dinamics in stocks prices. If there is justification in news for stock movement, try to arrange those news and determine what kind of news cause above average dinamics of prices.All results are shown thru graphs and it has been shown that there is certain type of news which cause rapid movement of stocks prices.

• Keywords: dionice; investitori; rast; pad; kretanje
• Keywords (english): stocks
• Language: croatian
• URN:NBN: urn:nbn:hr:168:754907
• Study programme: Title: Electrical Engineering and Information Technology; Study programme type: university; Study level: undergraduate; Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka elektrotehnike i informacijske tehnologije (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka elektrotehnike i informacijske tehnologije)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2018-02-06 09:29:26