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Value-at-risk: the comparison...
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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
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52
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
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53
Enhancing literature review with NLP methods algorithmic investment strategies case
Łaniewski, Stanisław
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10015080964
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54
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634690
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55
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam
;
Ślepaczuk, Robert
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2024
Persistent link: https://www.econbiz.de/10014634696
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56
Predictive modeling of foreign exchange trading signals using machine learning techniques
Enkhbayar, Sugarbayar
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634708
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57
Improving realized LGD approximation : a novel framework with XGBoost for handling missing cash-flow data
Kostecka, Zuzanna
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634855
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58
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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59
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
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60
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
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