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~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working papers"
~person:"Douhan, Robin"
~person:"Ranjan, Priya"
~person:"Ślepaczuk, Robert"
~subject:"Anlageverhalten"
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Douhan, Robin
Ranjan, Priya
Ślepaczuk, Robert
Kawakami, Kei
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Abreu, Margarida
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Anderson, Christopher
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
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2
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
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3
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:
4
Applying hurst exponent in pair trading strategies
Quynh Bui
;
Ślepaczuk, Robert
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2020
Persistent link: https://www.econbiz.de/10012322277
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