//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
type_genre:"Sammelwerk"
~person:"Ślepaczuk, Robert"
~type_genre:"Bibliografie"
~type_genre:"Conference paper"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
15
Theory
15
Portfolio-Management
13
Forecasting model
10
Prognoseverfahren
10
Neural networks
8
Neuronale Netze
8
Time series analysis
7
Zeitreihenanalyse
7
algorithmic investment strategies
6
recurrent neural networks
6
Algorithm
5
Algorithmus
5
ARIMA
4
Anlageverhalten
4
Behavioural finance
4
Financial analysis
4
Finanzanalyse
4
LSTM
4
machine learning
4
Algorithmic Investment Strategies
3
Artificial intelligence
3
Capital income
3
Electronic trading
3
Elektronisches Handelssystem
3
Financial investment
3
Kapitalanlage
3
Kapitaleinkommen
3
Künstliche Intelligenz
3
Mathematical programming
3
Mathematische Optimierung
3
Securities trading
3
Wertpapierhandel
3
deep learning
3
testing architecture
3
ARIMA model
2
ARMA model
2
ARMA-Modell
2
Aktienindex
2
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Sammelwerk
Bibliografie
Conference paper
Working Paper
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Language
All
English
13
Author
All
Ślepaczuk, Robert
Platen, Eckhard
31
Uppal, Raman
27
Gollier, Christian
21
Fabozzi, Frank J.
19
Lucas, André
19
Maurer, Raimond
19
Campbell, John Y.
17
Başak, Suleyman
16
Schenk-Hoppé, Klaus Reiner
16
Guidolin, Massimo
15
Hens, Thorsten
15
Van Wincoop, Eric
15
Vries, Casper G. de
15
Bacchetta, Philippe
14
Viceira, Luis M.
14
Carletti, Elena
13
Scaillet, Olivier
13
Babus, Ana
12
Engle, Robert F.
12
Evstigneev, Igor V.
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Ledoit, Olivier
12
Malamud, Semyon
12
Sentana, Enrique
12
Wolf, Michael
12
Allen, Franklin
11
Gomes, Francisco J.
11
Menoncin, Francesco
11
Palomino, Frédéric
11
Pástor, Ľuboš
11
Stambaugh, Robert F.
11
He, Xue-zhong
10
Huschens, Stefan
10
Kelly, Bryan T.
10
Nijman, Theodore E.
10
Pavlova, Anna
10
Pesaran, M. Hashem
10
Satchell, Stephen
10
more ...
less ...
Published in...
All
Working papers
13
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->