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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:"Schiff, Maurice W."
~person:"Ślepaczuk, Robert"
~subject:"machine learning"
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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
-
2023
Persistent link: https://www.econbiz.de/10014448222
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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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The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index
Thi Thu Giang Nguyen
;
Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013474013
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Predicting prices of S&P500 index using classical methods and recurrent neural networks
Kijewskia, Mateusz
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Ślepaczuk, Robert
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2020
Persistent link: https://www.econbiz.de/10012322224
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