//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers"
~language:"eng"
~person:"Ślepaczuk, Robert"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Commentary"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
23
Portfolio-Management
23
Forecasting model
15
Prognoseverfahren
15
Theorie
14
Theory
14
Anlageverhalten
12
Behavioural finance
12
Neural networks
10
Neuronale Netze
10
Capital income
8
Kapitaleinkommen
8
Time series analysis
8
Zeitreihenanalyse
8
machine learning
8
Algorithm
7
Algorithmus
7
Artificial intelligence
7
Künstliche Intelligenz
7
algorithmic investment strategies
7
recurrent neural networks
7
Aktienindex
6
Financial analysis
6
Finanzanalyse
6
Stock index
6
Electronic trading
5
Elektronisches Handelssystem
5
Financial investment
5
Kapitalanlage
5
Securities trading
5
Wertpapierhandel
5
Aktienmarkt
4
LSTM
4
Mathematical programming
4
Mathematische Optimierung
4
Stock market
4
Virtual currency
4
Virtuelle Währung
4
deep learning
4
ARIMA
3
more ...
less ...
Online availability
All
Free
33
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Commentary
Graue Literatur
33
Non-commercial literature
33
Working Paper
33
Language
All
English
Author
All
Ślepaczuk, Robert
Creedy, John
56
Billio, Monica
41
Roson, Roberto
39
Afonso, António
37
Czajkowski, Mikołaj
35
Casarin, Roberto
30
Etro, Federico
29
Carraro, Carlo
27
Ramos-Francia, Manuel
24
Magrini, Stefano
23
Pelizzon, Loriana
23
Griffiths, William E.
22
Dionne, Georges
20
Chlebus, Marcin
19
Brugiavini, Agar
18
Haas, Hein de
18
Hirschberg, Joseph G.
18
Lye, Jenny N.
18
Chiquiar, Daniel
17
Fu, Xiaolan
17
Panagiōtidēs, Theodōros
16
Rizzi, Dino
16
Zawojska, Ewa
15
Capistrán Carmona, Carlos
14
De Cian, Enrica
14
Krawczyk, Michał
14
Vezzoli, Simona
14
Zolin, M. Bruna
14
Byrne, David P.
13
Caporin, Massimiliano
13
Pintus, Patrick A.
13
Sartore, Domenico
13
Borg, Jan van der
12
Budziński, Wiktor
12
Czaika, Mathias
12
Duangkamon Chotikapanich
12
Erkal, Nisvan
12
Hanley, Nick
12
Jalles, João Tovar
12
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
7
Published in...
All
Working papers
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014507808
Saved in:
2
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
3
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
4
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
5
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
Saved in:
6
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
7
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
8
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
9
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->