Essays about: "Timmie Bengtsson"

Found 2 essays containing the words Timmie Bengtsson.

1. 1. An Artificial Neural Network Approach to Algorithmic Trading

   University essay from Lunds universitet/Matematisk statistik

   Author : Timmie Bengtsson; [2023]
   Keywords : Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

   Abstract : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. READ MORE

3. 2. Fixed Income Securities as a Hedge against Equity Market Downside

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Timmie Bengtsson; [2022]
   Keywords : Fixed Income; Financial Markets; Hedge; Portfolio; Downside Risk; Value-at-Risk; Expected Shortfall; Extreme Value Theory; Kernel Density Estimation; Business and Economics;

   Abstract : Investors are constantly searching for ways to protect their wealth, ideally without losing out on long-term returns. To achieve this, some investors choose to diversify their equity portfolios with fixed income assets, believing they can protect their portfolios from drawdowns. READ MORE