Naslov
Analysis of correlation between CROBEX index value change, investment fund type, investment portfolio and investment funds share value change using data mining techniques

Autori
Velić, Marko

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the ITI 2011 33th International Conference on Information Technology Interfaces (ITI). / - , 2011

ISBN
978-1-61284-897-6

Skup
33th International Conference on Information Technology Interfaces (ITI)

Mjesto i datum
Cavtat, Hrvatska, 27.06.2011. - 30.06.2011

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Bayesian networks; Business intelligence; CROBEX; decision trees; investment funds; neural networks; temporal data mining

Sažetak
This paper examines a correlation between Croatian equity index CROBEX's value change and Croatian open investment funds share price change by applying data mining techniques. Apart from the type of the fund, in consideration is taken the fact how much funds invest in Croatian equities that is the equities which rate on Zagreb Stock Exchange. While working, the problem was observed in two aspects, the analytical models were made on continual and discrete values. The problem was elaborated with few data mining methods and in few software toolkits, and in the end the synthesis of the obtained results was made.

Izvorni jezik
Engleski

Znanstvena područja
Informacijske i komunikacijske znanosti

POVEZANOST RADA