A stock picking algorithm based on a financial analysis using the principal component method and Kalman filtering : master's thesis

Vidovič, Luka (author), Lončarski, Igor (mentor)

• Language: English
• Keywords: capital market, shares, choice, trading, financial analysis, strategy, algorithms, methods
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [L. Vidovič]
• Year: 2017
• Number of pages: III, 62, 20 str.
• PID: 20.500.12556/RUL-99726
• UDC: 336.76
• COBISS.SI-ID: 24157670
• Publication date in RUL: 13.02.2018

Secondary language

• Language: Slovenian
• Title: Algoritem izbora delnic na podlagi finančne analize z uporabo metode glavnih komponent in Kalmanovega filtra
• Keywords: trg kapitala, delnice, izbira, trgovanje, finančna analiza, strategija, algoritmi, metode