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subject:"Business cycle"
subject:"Wirtschaftswachstum"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Melbourne Institute working paper series"
~isPartOf:"Working papers in economics and econometrics"
~isPartOf:"Working papers"
~language:"eng"
~language:"rus"
~person:"Creedy, John"
~person:"Drexl, Andreas"
~person:"Phelps, Edmund S."
~person:"Salvatore, Dominick"
~person:"Verhoef, Erik T."
~person:"Ślepaczuk, Robert"
~subject:"Aufsatzsammlung"
~subject:"Social security benefits"
~subject:"Theorie"
~subject:"USA"
~subject:"Welt"
~type:"book"
~type_genre:"Bibliography included"
~type_genre:"Collection of articles of several authors"
~type_genre:"Einführung"
~type_genre:"Graue Literatur"
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Business cycle
Wirtschaftswachstum
Aufsatzsammlung
Social security benefits
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Theory
47
Portfolio selection
12
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12
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49
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Creedy, John
Drexl, Andreas
Phelps, Edmund S.
Salvatore, Dominick
Verhoef, Erik T.
Ślepaczuk, Robert
Gylfi Zoega
17
Orszag, Jonathan Michael
17
Simmons, Peter J.
17
Snower, Dennis J.
16
Etro, Federico
15
Roson, Roberto
15
Dixon, Huw
14
Billio, Monica
13
Grant, Simon
13
Hey, John Denis
13
Quiggin, John C.
13
Casarin, Roberto
12
Yang, Zaifu
12
Jones, Chris
11
Menezes, Flávio Marques
11
Grossman, Gene M.
10
Krause, Alan
10
Seegmuller, Thomas
10
Abadir, Karim Maher
9
Forster, Martin
9
Griffiths, William E.
9
Apps, Patricia
8
Coakley, Jerry
8
Gravelle, Hugh
8
King, Ian Paul
8
Mayston, David J.
8
Rees, Ray
8
Chlebus, Marcin
7
Datta, Bipasa
7
Hindriks, Jean
7
Kajii, Atsushi
7
Kaplan, Todd R.
7
Kapur, Sandeep
7
Myles, Gareth D.
7
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7
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7
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7
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6
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Discussion papers in economics
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114
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94
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71
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Temi di discussione del Servizio Studi / Banca d'Italia
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The Addison-Wesley series in economics
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Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
2
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
3
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
Saved in:
4
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
5
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
6
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
7
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
8
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
Saved in:
9
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:
10
The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index
Thi Thu Giang Nguyen
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013474013
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