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undergraduate thesis
Model pogodbe zasnovan na kompleksnim mrežama
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2015. urn:nbn:hr:168:312437
Perak, Tena
University of Zagreb
Faculty of Electrical Engineering and Computing

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Perak, T. (2015). Model pogodbe zasnovan na kompleksnim mrežama (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:312437

Perak, Tena. "Model pogodbe zasnovan na kompleksnim mrežama." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2015. https://urn.nsk.hr/urn:nbn:hr:168:312437

Perak, Tena. "Model pogodbe zasnovan na kompleksnim mrežama." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2015. https://urn.nsk.hr/urn:nbn:hr:168:312437

Perak, T. (2015). 'Model pogodbe zasnovan na kompleksnim mrežama', Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 25 April 2024, https://urn.nsk.hr/urn:nbn:hr:168:312437

Perak T. Model pogodbe zasnovan na kompleksnim mrežama [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2015 [cited 2024 April 25] Available at: https://urn.nsk.hr/urn:nbn:hr:168:312437

T. Perak, "Model pogodbe zasnovan na kompleksnim mrežama", Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2015. Available at: https://urn.nsk.hr/urn:nbn:hr:168:312437

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Metadata
TitleModel pogodbe zasnovan na kompleksnim mrežama
Title (english)Complex network model of bargaining
AuthorTena Perak
MentorZvonko Kostanjčar (mentor)
Committee memberZvonko Kostanjčar (predsjednik povjerenstva)
Committee memberDražen Jurišić (član povjerenstva)
Committee memberAna Sović Kržić (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2015-07-13, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
Pojave nekolicine slomova tržišta u posljednjih 100 godina, čije su posljedice na tržište bile devastirajuće, motiv je raznih radova i modela kojima je cilj predvidjeti gibanje cijene indeksa u budućnosti, odnosno predviđanje trenutka sljedećeg sloma. Ovaj rad opisuje model pogodbe zasnovan na kompleksnim mrežama agenata, gdje agenti strane ponude surađuju s agentima na strani potražnje, ali se agenti na istim stranama tržišta međusobno natječu. Stvaranje nakupina konkurentnih agenata direktno utječe na proces pogodbe koji će stvoriti bubble te izazvati njegovo „pucanje“, tj. slom. Proces pogodbe je uz to pogonjen i iznosom intrinzične (fundamentalne) vrijednosti indeksa izračunatom prema dinamičkom modelu slobodnog novčanog toka. Pokazuje se da je neposredno prije sloma tržišta razina nesigurnosti agenata na strani ponude puno viša u odnosu na agente potražnje. Ova spoznaja mogla bi se koristiti kao indikator pojave sljedećeg velikog pada.
Abstract (english)
Occurrences of market crashes in the last 100 years with devastating consequences motivated many researches for developing models which goal was to predict the next market crash. Here, a bargaining model based on agent-based complex networks is presented. Idea is that the agents on opposite sides of the market cooperate with each other, while agents belonging to the same side compete mutually. Emergence of clustering within network directly affects the bargaining outcome which strongly influences market dynamics, producing bubbles followed by crashes. Agents bargain over the intrinsic (fundamental) value of a financial index estimated by dynamic free cash flow model. The model shows that immediately before market crashes, there is a high level of insecurity present on the supply side, opposed to low levels of demand agents. This could be used for predicting the occurrence of a next market crash.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:312437
Study programmeTitle: Computing
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva)
Type of resourceText
File originBorn digital
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Created on2018-02-06 11:10:48

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