Sökning: "trend following"
Visar resultat 11 - 15 av 441 uppsatser innehållade orden trend following.
11. 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 statistikSammanfattning : 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
12. Ta temperaturen på kulturvården : En enkätstudie om byggnadsvård ur privatpersoners perspektiv
Kandidat-uppsats, Uppsala universitet/KulturvårdSammanfattning : Följande uppsats är en undersökning av ett antal svenskars inställning till-/ och kunskap om byggnadsvård. Informationsinhämtning till uppsatsen har skett via en webbenkät och en intervju med representanter från Svenska Byggnadsvårdsföreningen. LÄS MER
13. Status Mapping of tank to grave management of Low-GWP refrigerants.
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : Refrigeration plays a vital role today in various residential, commercial, and industrial processes, requiring refrigerants to facilitate the cooling or heating processes. Over time, refrigerants have undergone significant changes to meet technological, social, environmental, and economic needs. LÄS MER
14. Criteria for successful Developmentfollowing Withdrawal of external Funding : An Analysis of Theory and Practice
Magister-uppsats, Linnéuniversitetet/Institutionen för samhällsstudier (SS)Sammanfattning : In recent years in many sectors the trend seemed to be to rationalise and increase efficiency toensure processes deliver the best possible outcome with the least required input. In a goaloriented and fast paced world, this seems to be a logic step. LÄS MER
15. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/DatalogiSammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER