Narrow search
Showing 1 - 10 of 26
Cover Image
Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816699
Cover Image
Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816704
Cover Image
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
Cover Image
Robust optimisation in algorithmic investment strategies
Castellano Gómez, Sergio; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816708
Cover Image
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
Cover Image
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322235
Cover Image
The impact of the results of football matches on the stock prices of soccer clubs
Ślepaczuk, Robert; Wabik, Igor - 2020
Persistent link: https://www.econbiz.de/10012322275
Cover Image
Applying hurst exponent in pair trading strategies
Quynh Bui; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322277
Cover Image
Momentum and contrarian effects on the cryptocurrency market
Kość, Krzysztof; Sakowski, Paweł; Ślepaczuk, Robert - Uniwersytet Warszawski / Wydział Nauk Ekonomicznych - 2018
Persistent link: https://www.econbiz.de/10011912640