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~isPartOf:"Essays on Financial Analytics : Applications and Methods"
~isPartOf:"International finance discussion papers"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
~subject:"Portfolio selection"
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Essays on Financial Analytics : Applications and Methods
International finance discussion papers
Pacific-Basin finance journal
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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
Saved in:
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
Saved in:
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
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
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473995
Saved in:
5
An advanced approach to algorithmic portfolio management
Margaronis, Z. N. P.
;
Nath, R. B.
;
Metallinos, G. S.
; …
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 243-264)
.
2023
Persistent link: https://www.econbiz.de/10014338846
Saved in:
6
Optimal execution in Hong Kong given a market-on-close benchmark
Frei, Christoph
;
Westray, Nicholas
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 655-671
Persistent link: https://www.econbiz.de/10011906452
Saved in:
7
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
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