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Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816699
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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816706
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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
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Predicting prices of S&P500 index using classical methods and recurrent neural networks
Kijewskia, Mateusz; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322224
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Applying hurst exponent in pair trading strategies
Quynh Bui; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322277
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LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil; Ślepaczuk, Robert - 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 - 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; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013474013
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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
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Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł; Ślepaczuk, Robert; Windorbski, … - 2023
Persistent link: https://www.econbiz.de/10014448210