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A program for the detection of favourable transactions on stock exchange market

Peter Pavlinič (2014) A program for the detection of favourable transactions on stock exchange market. EngD thesis.

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    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.

    Item Type: Thesis (EngD thesis)
    Keywords: Exchange, Graph, Search, Johnson's algorithm, arbitrage
    Number of Pages: 31
    Language of Content: Slovenian
    Mentor / Comentors:
    Name and SurnameIDFunction
    viš. pred. dr. Aleksander Sadikov934Mentor
    Link to COBISS: http://www.cobiss.si/scripts/cobiss?command=search&base=51012&select=(ID=1536029635)
    Institution: University of Ljubljana
    Department: Faculty of Computer and Information Science
    Item ID: 2768
    Date Deposited: 24 Sep 2014 16:06
    Last Modified: 11 Nov 2014 13:46
    URI: http://eprints.fri.uni-lj.si/id/eprint/2768

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