Essays about: "Emil Gnem"

Found 1 essay containing the words Emil Gnem.

  1. 1. Ensemble Models for Trend Investing

    University essay from KTH/Matematik (Avd.)

    Author : Emil Book; Emil Gnem; [2021]
    Keywords : Momentum; Machine Learning; Random Forest; Trend Investing; Dim Switch; Momentum; Maskininlärning; Random Forest; Trendinvestering; Dim Switch;

    Abstract : Portfolio strategies focusing on following the trend, so called momentum based strategies, have been popular for a long time among investors and have had many academic studies, however with varying results. This study sets out to investigate different momentum trading signals as well as combining them in ensemble models such as Random Forest and the unique Dim Switch portfolio and then compare them to set benchmarks. READ MORE