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Title:META-HEVRISTIČNO ISKANJE OPTIMALNE TRGOVALNE STRATEGIJE ZA BORZO BITSTAMP
Authors:ID Flajs, Gregor (Author)
ID Mernik, Marjan (Mentor) More about this mentor... New window
Files:.pdf UN_Flajs_Gregor_2016.pdf (1,43 MB)
MD5: C4BFF8B7C1642CD3E9AE7463D103235E
 
Language:Slovenian
Work type:Undergraduate thesis
Typology:2.11 - Undergraduate Thesis
Organization:FERI - Faculty of Electrical Engineering and Computer Science
Abstract: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.
Keywords:bitcoin, bitstamp, meta-hevristika, genetski algoritmi, trgovalna strategija
Place of publishing:[Maribor
Publisher:G. Flajs
Year of publishing:2016
PID:20.500.12556/DKUM-61370 New window
UDC:004.424.5.021(043.2)
COBISS.SI-ID:20123158 New window
NUK URN:URN:SI:UM:DK:EPQHKLUT
Publication date in DKUM:27.09.2016
Views:6945
Downloads:133
Metadata:XML DC-XML DC-RDF
Categories:KTFMB - FERI
:
FLAJS, Gregor, 2016, META-HEVRISTIČNO ISKANJE OPTIMALNE TRGOVALNE STRATEGIJE ZA BORZO BITSTAMP [online]. Bachelor’s thesis. Maribor : G. Flajs. [Accessed 3 April 2025]. Retrieved from: https://dk.um.si/IzpisGradiva.php?lang=eng&id=61370
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Secondary language

Language:English
Title:SEARCH FOR AN OPTIMAL TRADING STRATEGY ON BITSTAMP STOCK EXCHANGE USING META-HEURISTICS
Abstract: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.
Keywords:bitcoin, bitstamp, meta-heuristics, genetic algorithms, trading strategy


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