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Hedge Fund Replication Using Strategy Specific Factors, Sujit Subhash, David Lee Enke
Hedge Fund Replication Using Strategy Specific Factors, Sujit Subhash, David Lee Enke
Engineering Management and Systems Engineering Faculty Research & Creative Works
Hedge funds have traditionally served wealthy individuals and institutional investors with the promise of delivering protection of capital and uncorrelated positive returns irrespective of market direction, allowing them to better manage portfolio risk. However, the financial crisis of 2008 has heightened investor sensitivity to the high fees, illiquidity, lack of transparency, and lockup periods typically associated with hedge funds. Hedge fund replication products, or clones, seek to answer these challenges by providing daily liquidity, transparency, and immediate exposure to a desired hedge fund strategy. Nonetheless, although lowering cost and adding simplicity by using a common set of factors, traditional replication …
Application Of Artificial Neural Networks To Assess Student Happiness, Gokhan Egilmez, Nadiye O. Erdil, Omid Mohammadi Arani, Mana Vahid
Application Of Artificial Neural Networks To Assess Student Happiness, Gokhan Egilmez, Nadiye O. Erdil, Omid Mohammadi Arani, Mana Vahid
Mechanical and Industrial Engineering Faculty Publications
The purpose of this study is to develop an analytical assessment approach to identify the main factors that affect graduate students' happiness level. The two methods, multiple linear regression (MLR) and artificial neural networks (ANN), were employed for analytical modelling. A sample of 118 students at a small non-profit private university constituted the survey pool. Various factors including education, school facilities, health, social activities, and family were taken into consideration as a result of literature review in happiness assessment. A total of 32 inputs and one output variables were identified during survey design phase. The following survey conduction, data collection, …