Essays about: "CTA"

Showing result 1 - 5 of 33 essays containing the word CTA.

  1. 1. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Oskar Fransson; [2023]
    Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

  3. 2. Fokus Järva : a case study on Stockholm municipality’s strategies to break residential segregation

    University essay from SLU/Dept. of Urban and Rural Development

    Author : Fredy Matamoros Raudales; [2023]
    Keywords : urban planning; segregation; Fokus Järva; social sustainability; anti-subordination;

    Abstract : Residential segregation in Stockholm is referred to as a threat to the social cohesion and a hinder for sustainable urban development. Therefore, Stockholm municipality has launched a series of actions explicitly addressing segregation, being urban development projects the most prominent iterations. READ MORE

  4. 3. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  5. 4. The effect of navigability on e-commerce for students

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Wilma Petersson; Anna Kärrlander; Erik Bertilsson; Erik Hjalmarsson; Lukas Floberg; Martin Stenström; Per Melin; Viktor Valfridsson; [2023]
    Keywords : navigability; navigation; second-hand; web-shop;

    Abstract : The consumer trend towards sustainable purchasing habits online has increased due to the environmental impact of the clothing industry. While second-hand shopping is a popular option, it is often avoided due to the perceived inconvenience. READ MORE

  6. 5. Tool in a Box : How should a website for renting tools be implemented to benavigable and be perceived as usable?

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Edgar Grims; Lisa Ederth; Joel Swärd; Elsa Rydin; Gabriel Nyman; Erik Lundberg; Hjalmar Öhman; Julia Jaksic; [2023]
    Keywords : ;

    Abstract : Today, when university students move into a new apartment they seldom have the neededtools to complete the tasks, such as putting up a shelf, related to the occupancy. Thereexist few services that rent these tools in a smooth and simple manner, which leads thesestudents to purchase new tools. READ MORE