Program za odkrivanje ugodnih transakcij na borzi

PAVLINIČ, PETER (author), Sadikov, Aleksander (mentor)

Diplomsko delo se ukvarja z učinkovitim iskanjem prodajno-nakupnih poti med trgovalnimi elementi na trgu (borzah), ki so finančno ugodne za trgovca. V ta namen predstavlja učinkovito podatkovno strukturo (graf) za hrambo podatkov o odnosih med trgovalnimi elementi in vrsto metod za iskanje po njej. Delo se začne z neinformiranim izčrpnim preiskovanjem, se dotakne mogočega informiranega iskanja in ugotovi dovolj dober način za tako zmanjšanje iskalnega prostora, da je mogoče izčrpno preverjanje vseh veljavnih poti. To doseže z uporabo algoritma za iskanje elementarnih ciklov v grafu.

• Language: Slovenian
• Keywords: borza, graf, preiskovanje, Johnsonov algoritem, arbitraža
• Work type: Bachelor thesis/paper
• Organization: FRI - Faculty of Computer and Information Science
• Year: 2014
• PID: 20.500.12556/RUL-29586
• Publication date in RUL: 26.09.2014

Secondary language

• Language: English
• Title: A program for the detection of favourable transactions on stock exchange market

Abstract

This thesis deals with efficient search of such chaining of trades on exchanges (stock markets), that are financially beneficial for the trader. I introduced efficient data structure (graph) for storage of data in form of relations between trading items and variety methods for search of beneficial trade paths on it. I started with uninformed exhaustive search, investigated possible informed searching methods and found a way to reduce search space so much that exhaustive evaluation of valid paths is possible. I achieved this with help of an algorithm for enumerating all elementary circuits in a graph.

• Keywords: Exchange, Graph, Search, Johnson's algorithm, arbitrage