2026-09-22T10:51:47Zhttps://rfos.fon.bg.ac.rs/oai/request

oai:rfos.fon.bg.ac.rs:123456789/1152023-05-18T05:20:54Zcom_123456789_1col_123456789_61

Petrović, Bratislav Suknović, Milija Martić, Milan Žarkić-Joksimović, Nevenka Marković, Aleksandar Rakićević, AleksandarRakićević, AleksandarRakicevic, ARakicevic, AleksandarРакићевић, АлександарRakićević, Aaleksandar.rakicevic@fon.bg.ac.rs0000-0002-8917-72292023-05-12T09:47:14Z 2023-05-12T09:47:14Z 2020 https://eteze.bg.ac.rs/application/showtheses?thesesId=8697 https://fedorabg.bg.ac.rs/fedora/get/o:26242/bdef:Content/download https://plus.cobiss.net/cobiss/sr/sr/bib/35614473 https://nardus.mpn.gov.rs/handle/123456789/20669 https://rfos.fon.bg.ac.rs/handle/123456789/115 http://prototype2.rcub.bg.ac.rs/bitstream/id/63/111.pdf https://hdl.handle.net/21.15107/rcub_nardus_20669 t-13805 Tema ovog rada je adaptivni fazi sistem za algoritamsko trgovanje. Sistem je razvijen korišćenjem interpolativnog Bulovog pristupa fazi modelovanju, analizi podataka i upravljanju. Predloženi pristup uključuje interpolativne logičke modele za fazi prepoznavanje cenovnih obrazaca na tržištu, logički DuPont metod za automatizovanu analizu profitabilnosti preduzeća, interpolativni fazi kontroler za upravljanje trgovanjem i genetski algoritam za obučavanje interpolativnog fazi kontrolera radi otkrivanja strategija. Interpolativni Bulov pristup, zasnovan na interpolativnoj Bulovoj algebri, prevazilazi problem nekonzistentnosti fazi logike. Konstruisani adaptivni fazi sistem može samostalno, iz podataka, da otkrije uspešne strategije, primeni ih za algoritamsko trgovanje i adaptira u slučaju pada njihovih performansi. Uspešnost sistema testirana je na podacima sa američkog tržišta akcija, međunarodnog deviznog tržišta i tržišta kriptovaluta. The topic of this thesis is adaptive fuzzy system for algorithmic trading. The system is developed using interpolative Boolean approach for fuzzy modeling, data analysis and control. The proposed approach includes interpolative logical models for fuzzy recognition of price patterns in market data, logical DuPont method for automated analysis of company’s profitability, interpolative fuzzy controller for trading and a genetic algorithm for extracting trading strategies by training interpolative fuzzy controller. Interpolative Boolean approach, based on interpolative Boolean agebra, solves the problem of fuzzy logic’s inconsistency with Boolean axioms. The proposed system can independently discover successful trading strategies from data, apply them for algorithmic trading and adapt in the case of performance deterioration. The system was tested on historical data from US equity, foreign exchange market and cryptocurrency market. sr Univerzitet u Beogradu, Fakultet organizacionih nauka openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ BY-NC-ND strategija za trgovanje sistem za algoritamsko trgovanje logički DuPont metod interpolativni fazi kontroler interpolativna Bulova algebra fazi logika adaptivni fazi sistem trading system trading strategy logical DuPont method interpolative logical m interpolative fuzzy controller interpolative Boolean algebra fuzzy logic algorithmic trading adaptive fuzzy system Adaptivni fazi sistem za algoritamsko trgovanje : interpolativni Bulov pristup Adaptive fuzzy system for algorithmic trading : interpolative Boolean approach doctoralThesis publishedVersionPetrović, BratislavSuknović, MilijaMartić, MilanŽarkić-Joksimović, NevenkaMarković, AleksandarRakićević, Aleksandar2023-05-12T09:47:14Z2023-05-12T09:47:14Z2020https://eteze.bg.ac.rs/application/showtheses?thesesId=8697https://fedorabg.bg.ac.rs/fedora/get/o:26242/bdef:Content/downloadhttps://plus.cobiss.net/cobiss/sr/sr/bib/35614473https://nardus.mpn.gov.rs/handle/123456789/20669https://rfos.fon.bg.ac.rs/handle/123456789/115Tema ovog rada je adaptivni fazi sistem za algoritamsko trgovanje. Sistem je razvijen korišćenjem interpolativnog Bulovog pristupa fazi modelovanju, analizi podataka i upravljanju. Predloženi pristup uključuje interpolativne logičke modele za fazi prepoznavanje cenovnih obrazaca na tržištu, logički DuPont metod za automatizovanu analizu profitabilnosti preduzeća, interpolativni fazi kontroler za upravljanje trgovanjem i genetski algoritam za obučavanje interpolativnog fazi kontrolera radi otkrivanja strategija. Interpolativni Bulov pristup, zasnovan na interpolativnoj Bulovoj algebri, prevazilazi problem nekonzistentnosti fazi logike. Konstruisani adaptivni fazi sistem može samostalno, iz podataka, da otkrije uspešne strategije, primeni ih za algoritamsko trgovanje i adaptira u slučaju pada njihovih performansi. Uspešnost sistema testirana je na podacima sa američkog tržišta akcija, međunarodnog deviznog tržišta i tržišta kriptovaluta.The topic of this thesis is adaptive fuzzy system for algorithmic trading. The system is developed using interpolative Boolean approach for fuzzy modeling, data analysis and control. The proposed approach includes interpolative logical models for fuzzy recognition of price patterns in market data, logical DuPont method for automated analysis of company’s profitability, interpolative fuzzy controller for trading and a genetic algorithm for extracting trading strategies by training interpolative fuzzy controller. Interpolative Boolean approach, based on interpolative Boolean agebra, solves the problem of fuzzy logic’s inconsistency with Boolean axioms. The proposed system can independently discover successful trading strategies from data, apply them for algorithmic trading and adapt in the case of performance deterioration. The system was tested on historical data from US equity, foreign exchange market and cryptocurrency market.srUniverzitet u Beogradu, Fakultet organizacionih naukaopenAccesshttps://creativecommons.org/licenses/by-nc-nd/4.0/strategija za trgovanjesistem za algoritamsko trgovanjelogički DuPont metodinterpolativni fazi kontrolerinterpolativna Bulova algebrafazi logikaadaptivni fazi sistemtrading systemtrading strategylogical DuPont methodinterpolative logical minterpolative fuzzy controllerinterpolative Boolean algebrafuzzy logicalgorithmic tradingadaptive fuzzy systemAdaptivni fazi sistem za algoritamsko trgovanje : interpolativni Bulov pristupAdaptive fuzzy system for algorithmic trading : interpolative Boolean approachdoctoralThesisBY-NC-NDhttp://prototype2.rcub.bg.ac.rs/bitstream/id/63/111.pdfhttps://hdl.handle.net/21.15107/rcub_nardus_20669t-13805publishedVersionhttp://purl.org/coar/resource_type/c_18cf open With Fulltext doctoralThesis Publicationshttp://purl.org/coar/resource_type/c_18cfopenWith FulltextdoctoralThesisPublications#PLACEHOLDER_PARENT_METADATA_VALUE##PLACEHOLDER_PARENT_METADATA_VALUE#111.pdf111.pdfExtracted textWritten by FormatFilter org.dspace.app.mediafilter.PDFFilter on 2023-05-15T09:03:51Z (GMT).111.pdf.txtExtracted textWritten by FormatFilter org.dspace.app.mediafilter.PDFFilter on 2023-05-15T09:03:51Z (GMT).111.pdf.txtIM ThumbnailWritten by FormatFilter org.dspace.app.mediafilter.ImageMagickPdfThumbnailFilter on 2023-05-15T09:14:32Z (GMT).111.pdf.jpgIM ThumbnailWritten by FormatFilter org.dspace.app.mediafilter.ImageMagickPdfThumbnailFilter on 2023-05-15T09:14:32Z (GMT).111.pdf.jpg