Narrow search
Showing 1 - 10 of 11
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
Application of machine learning in algorithmic investment strategies on global stock markets
Grudniewicz, Jan; Ślepaczuk, Robert - In: Research in international business and finance 66 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014463386
Cover Image
Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322176
Cover Image
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
Cover Image
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub; Sakowski, Paweł; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448222
Cover Image
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub; Sakowsk, Paweł; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448237
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
Cover Image
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014308890
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