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~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Economics & politics"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working papers"
~person:"Douhan, Robin"
~person:"Ranjan, Priya"
~person:"Ślepaczuk, Robert"
~subject:"Algorithm"
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LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634690
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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
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2023
Persistent link: https://www.econbiz.de/10014448222
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3
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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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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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
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2021
Persistent link: https://www.econbiz.de/10012816706
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