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Search: subject_exact:"Elektronisches Handelssystem"
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ECONIS (ZBW)
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
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Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014308890
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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10012816711
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3
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013473692
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4
Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna
;
Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013473995
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5
Robustness of support vector machines in algorithmic trading on cryptocurrency market
Zenkova, Maryna
;
Ślepaczuk, Robert
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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2019
Persistent link: https://www.econbiz.de/10012039745
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6
Excessive dynamic trading : propagation of belief shocks in small markets
Kawakami, Kei
-
2014
Persistent link: https://www.econbiz.de/10011339576
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