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subject:"Game theory"
subject:"Incomplete information"
~isPartOf:"Working papers"
~person:"Canestrelli, Elio"
~person:"Engle, Robert F."
~person:"Ślepaczuk, Robert"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
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Game theory
Incomplete information
Germany
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15
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11
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11
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7
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Canestrelli, Elio
Engle, Robert F.
Ślepaczuk, Robert
Billio, Monica
4
Pelizzon, Loriana
4
Barro, Diana
3
Caporin, Massimiliano
3
Chlebus, Marcin
3
Sakowski, Paweł
3
Corradin, Fausto
2
Costola, Michele
2
Gallo, Giampiero M.
2
Jannin, Gregory
2
Maillet, Bertrand
2
Michańków, Jakub
2
Nouweland, Anne van den
2
Sartore, Domenico
2
Abreu, Margarida
1
Anderson, Simon P.
1
Angelini, Viola
1
Baranochnikov, Illia
1
Barziy, Illya
1
Belianska, Anna
1
Bisin, Alberto
1
Borges, Maria Rosa
1
Brzoza-Brzezina, Michał
1
Buczyńsk, Mateusz
1
Calés, Ludovic
1
Carente, Luisa
1
Casarin, Roberto
1
Casas-Mendez, Balbina
1
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1
Chojnacki, Karol
1
Cipollini, Fabrizio
1
Corazza, Marco
1
Currarini, Sergio
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1
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Working paper series / University of Zurich, Department of Economics
7
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4
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2
Current topics in quantitative finance : with 23 tables
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
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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
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:
6
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816699
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