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Ślepaczuk, Robert
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Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
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2024
Persistent link: https://www.econbiz.de/10014507808
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LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
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2024
Persistent link: https://www.econbiz.de/10014634690
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Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam
;
Ślepaczuk, Robert
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2024
Persistent link: https://www.econbiz.de/10014634696
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4
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
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2024
Persistent link: https://www.econbiz.de/10014634884
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5
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014446491
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Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
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2023
Persistent link: https://www.econbiz.de/10014448210
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7
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
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8
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014448237
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9
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
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10
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014308890
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