20.500.12556/RUL-180266 Optimizacija porazdelitve sredstev v kripto portfelju z večkriterijskim odločanjem magistrsko delo Optimization of cryptocurrency portfolio allocation using multi-criteria decision making Magistrsko delo obravnava problem optimizacije porazdelitve sredstev v portfelju kriptovalut z uporabo večkriterijskega odločanja. Zaradi izrazite volatilnosti, nestacionarnosti in raznolikih značilnosti kriptovalut klasični portfeljski pristopi, ki temeljijo zgolj na donosu in tveganju, pogosto ne zajamejo vseh relevantnih vidikov vrednotenja. V delu so zato uporabljene metode AHP, TOPSIS in PROMETHEE~II, pri čemer AHP služi za določanje uteži kriterijev, večkriterijski metodi pa za razvrščanje alternativ in oblikovanje kripto portfeljev ob hkratnem upoštevanju finančnih in tržnih kriterijev. Empirična analiza pokaže, da so rezultati večkriterijskega vrednotenja občutljivi na spremembo preferenc, tržnih razmer in nabora kriterijev, hkrati pa tak pristop omogoča bolj transparenten in interpretabilen vpogled v razvrščanje kriptovalut v primerjavi s klasičnim modelom, kot je model povprečje-varianca. This thesis addresses the problem of optimizing asset allocation in a cryptocurrency portfolio using multi-criteria decision making methods. Due to high volatility, non-stationarity and heterogeneous characteristics of cryptocurrencies, classical portfolio approaches based solely on return and risk often fail to capture all relevant aspects of asset evaluation. Therefore, the AHP, TOPSIS and PROMETHEE~II methods are applied, where AHP is used to determine criteria weights, while the multi-criteria methods are used to rank alternatives and construct cryptocurrency portfolios by simultaneously considering both financial and market-related criteria. The empirical analysis shows that the results of multi-criteria evaluation are sensitive to changes in preferences, market conditions and the selected set of criteria while at the same time providing a more transparent and interpretable framework for cryptocurrency ranking compared to the traditional models such as mean-variance model. portfelj kriptovalut večkriterijsko odločanje AHP TOPSIS PROMETHEE II optimizacija portfelja razvrščanje kriptovalut cryptocurrency portfolio multi-criteria decision making AHP TOPSIS PROMETHEE II portfolio optimization cryptocurrency ranking true false false Slovenski jezik Angleški jezik Magistrsko delo/naloga 2026-03-05 08:15:06 2026-03-05 08:15:11 2026-03-06 04:33:06 0000-00-00 00:00:00 2026 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.8 159461 270122755 21198.pdf 21198.pdf 1 40542B80918367129A3A1F29CB3B372E c5c9286efadc99392018952e10006713861c06e5807c1acab833917165e6a21b ac78f55f-1862-11f1-a1ba-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=229452 Fakulteta za matematiko in fiziko 0 0 0