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source:"econis"
~person:"Hjalmarsson, Erik"
~person:"Ślepaczuk, Robert"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Hjalmarsson, Erik
Ślepaczuk, Robert
Foucault, Thierry
15
Theissen, Erik
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Bellia, Mario
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Moinas, Sophie
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Rzayev, Khaladdin
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Hendershott, Terrence
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Poutré, Cédric
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Ranaldo, Angelo
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ECONIS (ZBW)
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
2
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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3
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
Saved in:
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
-
2022
Persistent link: https://www.econbiz.de/10013473995
Saved in:
5
The evolution of price discovery in an electronic market
Chaboud, Alain
;
Hjalmarsson, Erik
;
Zikes, Filip
-
2020
Persistent link: https://www.econbiz.de/10012388709
Saved in:
6
Robustness of support vector machines in algorithmic trading on cryptocurrency market
Zenkova, Maryna
;
Ślepaczuk, Robert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2019
Persistent link: https://www.econbiz.de/10012039745
Saved in:
7
Interactions among high-frequency traders
Benos, Evangelos
;
Brugler, James
;
Hjalmarsson, Erik
; …
-
2016
Persistent link: https://www.econbiz.de/10011575555
Saved in:
8
Interactions among high-frequency traders
Benos, Evangelos
;
Brugler, James
;
Hjalmarsson, Erik
; …
-
2015
Persistent link: https://www.econbiz.de/10010497529
Saved in:
9
Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2009
Persistent link: https://www.econbiz.de/10009535470
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