Sökning: "Alternative Finance"

Visar resultat 1 - 5 av 129 uppsatser innehållade orden Alternative Finance.

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

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

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

    Sammanfattning : 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. LÄS MER

  3. 2. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Vladislovas Urbonavicius; Iulia Chirita; [2023]
    Nyckelord :Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

    Sammanfattning : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. LÄS MER

  4. 3. Allokering av institutionellt kapital till private equity-fonder : Beslutsprocessen och kapitalets väg från svenska institutioner till private equity-fonder

    Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Gustav Löf; William Westerdahl Widlund; [2023]
    Nyckelord :Private Equity; Alternative Investments; Swedish Institutions; Behavioral Finance; Private equity; alternativa investeringar; svenska institutioner; ekonomisk beteendeteori;

    Sammanfattning : Private equity har under lång tid varit ett attraktivt alternativ vid allokering av kapital. Under de senaste fyrtio åren har tillgångsslaget fått mer fäste i Sverige. LÄS MER

  5. 4. Exploring the Viability of PageRank for Attack Graph Analysis and Defence Prioritization

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Marcus Dypbukt Källman; [2023]
    Nyckelord :Cybersecurity; PageRank; Attack Graphs; Threat analysis; Threat modelling; Cybersäkerhet; PageRank; Attackgrafer; Hotanalys; Hotmodellering;

    Sammanfattning : In today's digital world, cybersecurity is becoming increasingly critical. Essential services that we rely on every day such as finance, transportation, and healthcare all rely on complex networks and computer systems. LÄS MER

  7. 5. FISCAL POLICY AND GENDER INEQUALITY : A CASE OF AGRICULTURE SECTOR IN NIGERIA

    Magister-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Adetutu O Emmanuel; [2023]
    Nyckelord :;

    Sammanfattning : Over the years governmental efforts to resolve the issues of gender inequality particularly in the developing countries appear to be less significant, and some scholars have identified this failing as the bane of economic growth and development in such countries. It is argued that the consequences which stems from discrimination against women who constitute about 70% of agricultural labor market in Nigeria and their low empowerment in Nigeria's agriculture sector led to the overall low productivity in the country's agriculture sector. LÄS MER