Essays about: "thesis on hedge funds"

Showing result 1 - 5 of 36 essays containing the words thesis on hedge funds.

1. 1. Leveraging Large Language Models for Firm-Intelligence: A RAG Framework Approach

   University essay from Lunds universitet/Statistiska institutionen

   Author : Niclas Wölner-Hanssen; [2024]
   Keywords : Artificial Intelligence; Large Language Models; Retrieval Augmented Generation; Retrieval Augmented Generation Assessment; Contrastive Learning; Mathematics and Statistics;

   Abstract : In the wake of OpenAI's release of ChatGPT in November 2022, powered by the 175 billion parameter neural network GPT-3, the potential applications of Large Language Models (LLMs) in various sectors have become evident. One such application lies in hedge funds and trading desks where knowledge sharing is paramount. READ MORE

3. 2. A valuation of Swedish hedge fund performance

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Elis Grönqvist; Johan Wennerström; [2023-02-09]
   Keywords : ;

   Abstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE

4. 3. 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

5. 4. Option Pricing using Artificial Neural Networks

   University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Author : Jan Müller; [2021]
   Keywords : Physics and Astronomy;

   Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

6. 5. The Mobilisation of r/wallstreetbets : A critical discourse analysis of GameStop short squeeze comments

   University essay from Jönköping University/HLK, Medie- och kommunikationsvetenskap

   Author : Emanuel Andersson; [2021]
   Keywords : ;

   Abstract : This thesis revolves around the subreddit r/wallstreetbets (WSB) and how members started buying the GameStop stock (GME) to push up the price. This thesis aims to develop an understanding of how WSB was mobilised through internal discourses and what significance social media had as a communication tool in the mobilisation. READ MORE