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type_genre:"Bibliography included"
~isPartOf:"Working papers"
~person:"Otranto, Edoardo"
~person:"Ślepaczuk, Robert"
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Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil
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Ślepaczuk, Robert
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2021
Persistent link: https://www.econbiz.de/10012816699
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2
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
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Ślepaczuk, Robert
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2021
Persistent link: https://www.econbiz.de/10012816706
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3
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
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Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10012816711
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Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
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Gallo, Giampiero M.
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Otranto, Edoardo
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2020
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Prima edizione
Persistent link: https://www.econbiz.de/10012515678
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On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
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Lacava, Demetrio
;
Otranto, Edoardo
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2020
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Prima edizione
Persistent link: https://www.econbiz.de/10012515683
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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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7
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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8
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
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2024
Persistent link: https://www.econbiz.de/10014634690
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A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
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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