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source:"econis"
~person:"Ślepaczuk, Robert"
~subject:"Wertpapierhandel"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Wertpapierhandel
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Behavioural finance
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Elektronisches Handelssystem
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Portfolio selection
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Portfolio-Management
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Aktienindex
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Aktienmarkt
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Cointegration
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Ślepaczuk, Robert
Gomber, Peter
9
Bellia, Mario
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Pelizzon, Loriana
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Subrahmanyam, Marti G.
6
Theissen, Erik
6
Uno, Jun
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Yuferova, Darya
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Hendershott, Terrence
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Horst, Ulrich
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Zimmermann, Kai
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Audet, Nicolas
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Baldauf, Markus
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ECONIS (ZBW)
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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
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2
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
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3
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
-
2022
Persistent link: https://www.econbiz.de/10013473995
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