Sökning: "Niclas Wölner-Hanssen"

Hittade 2 uppsatser innehållade orden Niclas Wölner-Hanssen.

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

   Magister-uppsats, Lunds universitet/Statistiska institutionen

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

   Sammanfattning : 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. LÄS MER

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

   Kandidat-uppsats, Lunds universitet/Statistiska institutionen

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

   Sammanfattning : 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. LÄS MER