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subject:"Game theory"
subject:"Incomplete information"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"EUI working paper / RSC"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~person:"Almeida, Heitor"
~person:"Bartram, Söhnke M."
~person:"Clark, Todd E."
~person:"Corsetti, Giancarlo"
~person:"Dew-Becker, Ian"
~person:"Kelly, Bryan T."
~person:"Ślepaczuk, Robert"
~subject:"Alpha"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"USA"
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Game theory
Incomplete information
Alpha
Capital income
Exchange rate
Forecasting model
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USA
Theorie
44
Theory
44
Portfolio-Management
17
Prognoseverfahren
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algorithmic investment strategies
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Almeida, Heitor
Bartram, Söhnke M.
Clark, Todd E.
Corsetti, Giancarlo
Dew-Becker, Ian
Kelly, Bryan T.
Ślepaczuk, Robert
Billio, Monica
8
Marcellino, Massimiliano
8
Pelizzon, Loriana
7
Başak, Suleyman
6
Bekaert, Geert
6
Caporin, Massimiliano
6
Müller, Gernot J.
6
Timmermann, Allan
6
Capistrán Carmona, Carlos
5
Chlebus, Marcin
5
Detemple, Jérôme B.
5
Gallo, Giampiero M.
5
Longstaff, Francis A.
5
Zhou, Guofu
5
Acharya, Viral V.
4
Back, Kerry E.
4
Barro, Diana
4
Benhima, Kenza
4
Buss, Adrian
4
Carriero, Andrea
4
Casarin, Roberto
4
Dybvig, Philip H.
4
Hau, Harald
4
Liu, Jun
4
Lo, Andrew W.
4
MacKinlay, Archie Craig
4
Malamud, Semyon
4
Otranto, Edoardo
4
Sarno, Lucio
4
Spatt, Chester S.
4
Sundaresan, Suresh M.
4
Uppal, Raman
4
Zhou, Haonan
4
Albuquerque, Rui
3
Andrei, Daniel
3
Bakshi, Gurdip S.
3
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15
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12
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11
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ECONIS (ZBW)
36
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1
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634690
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
9
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:
10
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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