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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Transportation research / E : an international journal"
~isPartOf:"Working papers"
~subject:"Electronic trading"
~type_genre:"Non-commercial literature"
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Ślepaczuk, Robert
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Baranochnikov, Illia
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Computers & operations research : and their applications to problems of world concern ; an international journal
Transportation research / E : an international journal
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ECONIS (ZBW)
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
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Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014308890
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A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013473692
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Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna
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Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013473995
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