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~isPartOf:"Applied financial economics"
~isPartOf:"Bulletin of economic research"
~isPartOf:"Columbia economics discussion paper series / Department of Economics, Columbia University"
~isPartOf:"Economica"
~isPartOf:"New Zealand Treasury working paper"
~isPartOf:"Working papers"
~person:"Creedy, John"
~person:"MacDonald, Ronald"
~person:"Mills, Terence C."
~person:"Quiggin, John C."
~person:"Woodford, Michael"
~person:"Ślepaczuk, Robert"
~source:"econis"
~subject:"Excess Burden"
~subject:"Finanzpolitik"
~subject:"Impact assessment"
~subject:"Inflation targeting"
~subject:"Inflationssteuerung"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Excess Burden
Finanzpolitik
Impact assessment
Inflation targeting
Inflationssteuerung
Theory
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Zeitreihenanalyse
Theorie
93
Geldpolitik
13
Monetary policy
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algorithmic investment strategies
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recurrent neural networks
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Creedy, John
MacDonald, Ronald
Mills, Terence C.
Quiggin, John C.
Woodford, Michael
Ślepaczuk, Robert
Roson, Roberto
17
Che, Yeon-Koo
16
Billio, Monica
15
Etro, Federico
15
Casarin, Roberto
13
Bagwell, Kyle
10
Griffiths, William E.
10
King, Ian Paul
10
Seegmuller, Thomas
10
Taylor, Mark P.
10
Casella, Alessandra
9
Abdulkadiroğlu, Atila
8
Miyagawa, Eiichi
8
Pelizzon, Loriana
8
Riordan, Michael H.
8
Rizzi, Dino
8
Amarante, Massimiliano
7
Chaudhuri, Shubham
7
Chen, Yongmin
7
Chlebus, Marcin
7
Gottardi, Piero
7
Capistrán Carmona, Carlos
6
Caporin, Massimiliano
6
Carraro, Carlo
6
Duangkamon Chotikapanich
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Kit, Pong Wong
6
Levy, Daniel C.
6
Moslehi, Solmaz
6
Turnovsky, Stephen J.
6
Andersen, Torben M.
5
Carrillo, Julio A.
5
Cúrdia, Vasco
5
Dionne, Georges
5
Ebert, Udo
5
Erkal, Nisvan
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Applied financial economics
Bulletin of economic research
Columbia economics discussion paper series / Department of Economics, Columbia University
Economica
New Zealand Treasury working paper
Working papers
Research paper / University of Melbourne, Department of Economics
100
NBER Working Paper
52
NBER working paper series
52
Working paper / National Bureau of Economic Research, Inc.
49
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18
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Economics letters
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Journal of monetary economics
12
Journal of risk and uncertainty : JRU
11
RSMG working paper series / R
10
American journal of agricultural economics
9
Scottish journal of political economy : the journal of the Scottish Economic Society
9
The American economic review
9
The Manchester School of Economic and Social Studies
9
The economic journal : the journal of the Royal Economic Society
9
The international library of critical writings in economics
9
Economic research paper / Loughborough University, Department of Economics
8
An Elgar reference collection
7
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Journal of economic behavior & organization : JEBO
7
Journal of economic studies
7
Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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IMF working papers
6
Journal of economic surveys
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Journal of economic theory
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Journal of international money and finance
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NBER macroeconomics annual
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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
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2
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
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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
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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
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
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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
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