Similar Search Results - EconBiz

Technical trading strategies and market efficiency

Ślepaczuk, Robert - In: Global stock markets and portfolio management, (pp. 91-120). 2006

Persistent link: https://www.econbiz.de/10003370421

Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices

Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 23-35

This article aims to extend evaluation of the classic multifactor model of Carhart (1997) for the case of global equity indices and to expand analysis performed in Sakowski et. al. (2015). Our intention is to test several modifications of these models to take into account different dynamics of...

Persistent link: https://www.econbiz.de/10011539896

Enhanced index replication based on smart beta and tail-risk asset allocation

Korzeń, Kamil; Ślepaczuk, Robert - 2021

Persistent link: https://www.econbiz.de/10012816699

Application of machine learning in quantitative investment strategies on global stock markets

Grudniewicz, Jan; Ślepaczuk, Robert - 2021

Persistent link: https://www.econbiz.de/10012816704

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

Robust optimisation in algorithmic investment strategies

Castellano Gómez, Sergio; Ślepaczuk, Robert - 2021

Persistent link: https://www.econbiz.de/10012816708

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

Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? : portfolio construction from the perspective of a Polish investor

Latoszek, Michał; Ślepaczuk, Robert - In: Economics and business review 6/20 (2020) 1, pp. 46-81

Persistent link: https://www.econbiz.de/10012550231

Artificial Neural Networks Performance in WIG20 Index Options Pricing

Wysockia, Maciej; Ślepaczuk, Robert - 2020

Persistent link: https://www.econbiz.de/10012322176

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

A service of the