Program za odkrivanje ugodnih transakcij na borzi : diplomsko delo

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, računalništvo, visokošolski strokovni študij, računalništvo in informatika, diplomske naloge
• Work type: Bachelor thesis/paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FRI - Faculty of Computer and Information Science
• Publisher: P. Pavlinič
• Year: 2014
• Number of pages: 31 str.
• PID: 20.500.12556/RUL-29586
• COBISS.SI-ID: 1536029635
• Publication date in RUL: 26.09.2014

Licences

• License: CC BY-SA 2.5 SI, Creative Commons Attribution-ShareAlike 2.5 Slovenia
• Link: https://creativecommons.org/licenses/by-sa/2.5/si/deed.en
• Description: You are free to reproduce and redistribute the material in any medium or format. You are free to remix, transform, and build upon the material for any purpose, even commercially. You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. If you remix, transform, or build upon the material, you must distribute your contributions under the same license as the original. You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits.

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, computer science, computer and information science, diploma