An approach to optimize long-short equities using fuzzy logic and metaheuristic techniques
Ivashkevich, Alessandro (A.A. 2023/2024) An approach to optimize long-short equities using fuzzy logic and metaheuristic techniques. Tesi di Laurea in Artificial intelligence and machine learning, Luiss Guido Carli, relatore Giuseppe Francesco Italiano, pp. 58. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Time series and algorithm evaluation for equity optimization. Description of the chosen time series. Procedures to valuate the quality of an algorithm and analysis of time series. Strategy and methods. Fuzzy logic. Model optimization. Implementation. Environment setting. Data splitting, training, and model optimization. Hyper parameter tuning.
References
Bibliografia: pp. 47-50.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Artificial intelligence and machine learning |
| Thesis Supervisor: | Italiano, Giuseppe Francesco |
| Academic Year: | 2023/2024 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 08 Apr 2025 08:52 |
| Last Modified: | 08 Apr 2025 08:52 |
| URI: | https://tesi.luiss.it/id/eprint/41666 |
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