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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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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
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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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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
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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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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
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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
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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