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The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
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Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014305886
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
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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
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Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013473692
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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
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Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013474013
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