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isPartOf:"Working papers"
subject:"Wohlfahrtsanalyse"
~isPartOf:"Computational economics"
~person:"Michańków, Jakub"
~subject:"Prognoseverfahren"
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Michańków, Jakub
Ślepaczuk, Robert
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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
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Ślepaczuk, Robert
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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
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Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014448237
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