Date of Submission
Spring 4-28-2025
Project Type
Capstone
Major
Industrial & Systems Engineering
Degree Name
Bachelor of Science in Industrial and Systems Engineering
Department
Department of Industrial and Systems Engineering
Committee Chair/First Advisor
Dr. Sohyung Cho
Secondary Advisor
Dr. Adeel Khalid
Abstract
The Kennesaw State University Student Managed Investment Fund (SMIF) Sector Sensitivity Analysis focuses on improving the fund’s decision-making and performance through data science. The SMIF is a diversified index fund designed to outperform indices like the S&P 500. This project investigates how macroeconomic variables—such as GDP growth, inflation, interest rates, and commodity prices—impact sector performance. By structuring data, developing a sustainable data pipeline, and leveraging advanced statistical techniques and predictive modeling, our team was able to provide the framework and proof of actionable insights that enhance the fund's ability to manage risks and optimize returns.
SMIF Sector Sensitivity Analysis.pdf (1102 kB)
SMIF Sector Sensitivity Analysis.pptx (4757 kB)
SMIF Sector Sensitivity Analysis.mp4 (39596 kB)
Included in
Business Analytics Commons, Finance and Financial Management Commons, Industrial Engineering Commons, Operational Research Commons, Risk Analysis Commons