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~accessRights:"free"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"IMF working papers"
~isPartOf:"Working papers"
~language:"deu"
~language:"eng"
~language:"hrv"
~person:"Sakowski, Paweł"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
~type:"book"
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Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
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Sakowski, Paweł
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Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014448222
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The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
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Sieradzki, Rafał
;
Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014305898
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Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej
;
Sakowski, Paweł
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2022
Persistent link: https://www.econbiz.de/10013473216
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