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~accessRights:"free"
~isPartOf:"Working papers"
~language:"deu"
~language:"eng"
~language:"hrv"
~person:"Chlebus, Marcin"
~person:"Sakowski, Paweł"
~subject:"Behavioural finance"
~subject:"Financial market"
~subject:"Prognoseverfahren"
~subject:"Virtual currency"
~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
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
2
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
3
Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej
;
Sakowski, Paweł
-
2022
Persistent link: https://www.econbiz.de/10013473216
Saved in:
4
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
5
GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
6
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
7
Machine learning in the prediction of flat horse racing results in Poland
Borowski, Piotr
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795183
Saved in:
8
Predicting football outcomes from Spanish league using machine learning models
Lewandowski, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816703
Saved in:
9
Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools
Chlebus, Marcin
;
Osika, Zuzanna
-
2020
Persistent link: https://www.econbiz.de/10012322146
Saved in:
10
Does bitcoin improve investment portfolio efficiency?
Sakowski, Paweł
;
Turovtseva, Daria
-
2020
Persistent link: https://www.econbiz.de/10012512505
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