Essays about: "equity implementation model"

Showing result 1 - 5 of 27 essays containing the words equity implementation model.

1. 1. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

   University essay from Lunds universitet/Statistiska institutionen

   Author : Niclas Wölner-Hanssen; [2023]
   Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

   Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE

3. 2. A Transformer-Based Scoring Approach for Startup Success Prediction : Utilizing Deep Learning Architectures and Multivariate Time Series Classification to Predict Successful Companies

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Gustaf Halvardsson; [2023]
   Keywords : Machine learning; Time Series Classification; Transformers; Gated Recurrent Unit; Venture Capital; Maskininlärning; tidsseriesklassifiering; Transformer; Gated Recurrent Unit; riskkapital;

   Abstract : The Transformer, an attention-based deep learning architecture, has shown promising capabilities in both Natural Language Processing and Computer Vision. Recently, it has also been applied to time series classification, which has traditionally used statistical methods or the Gated Recurrent Unit (GRU). READ MORE

4. 3. Digital Transformation in the Fast Fashion Industry: How do Consumers Perceive Phygital Retail?

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Andi Nur Haeriah; Chiara Jutz; [2023]
   Keywords : Digital Transformation; Fast Fashion Brand; Phygital Retail; Customer-Based Brand Equity.; Business and Economics;

   Abstract : The fashion industry has witnessed significant digital transformation, leading to the emergence of phygital retail that seamlessly integrates physical and digital experiences. This study explores the impact of phygital store design on customer-based brand equity in the fast fashion sector, focusing on the drivers and barriers that shape customer perceptions of phygital retail. READ MORE

5. 4. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Eduardo Alberto Alcantara Martinez; [2023]
   Keywords : Parameter Stability; Lévy Processes; Calibration; Volatility Surface; Subordination; Additive Normal Tempered Stable Processes; Stable Distribution; Variance Gamma Process; Normal Inverse Gaussian Process.;

   Abstract : This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. READ MORE

6. 5. From Software Consulting to Venture Building: A Case Study on Venture Studio Business Models

   University essay from Lunds universitet/Innovationsteknik

   Author : Hugo Magneteg; William De Maré; [2023]
   Keywords : venture studio; venture builder; startup studio; startup support; business model; business model innovation; Technology and Engineering;

   Abstract : This master's thesis explores the relatively unexplored phenomenon of venture studios (also known as venture builders or startup studios), which are companies that systematically and concurrently build startups. Despite their growing popularity, the academic literature on how venture studios operate is still limited and no structured and extensive description of the business model appears to exist. READ MORE