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subject:"Betriebliches Informationssystem"
~isPartOf:"Working papers"
~subject:"Algorithm"
~subject:"Mathematical programming"
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Betriebliches Informationssystem
Algorithm
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Artificial intelligence
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Ślepaczuk, Robert
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European journal of operational research : EJOR
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Springer eBook Collection
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Advances in business information systems and analytics (ABISA) book series
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Artificial intelligence and big data for financial risk management : intelligent applications
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ECONIS (ZBW)
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Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
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2
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
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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
Saved in:
4
Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816704
Saved in:
5
Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322176
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6
Machine learning in algorithmic trading strategy optimization - implementation and efficiency
Ryś, Przemysław
;
Ślepaczuk, Robert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011981706
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