Narrow search
Showing 1 - 8 of 8
Cover Image
Credit risk analysis using machine and deep learning models
Addo, Peter Martey; Guégan, Dominique; Hassani, Bertrand - 2018
Persistent link: https://www.econbiz.de/10011869013
Cover Image
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634690
Cover Image
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634883
Cover Image
Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej; Sakowski, Paweł - 2022
Persistent link: https://www.econbiz.de/10013473216
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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