Supervised autoencoder MLP for financial time series forecasting

Bartosz Bieganowski, Robert Ślepaczuk

Year of publication:	2024
Authors:	Bieganowski, Bartosz ; Ślepaczuk, Robert
Publisher:	Warsaw : University of Warsaw, Faculty of Economic Sciences
Subject:	machine learning \| algorithmic investment strategy \| supervised autoencoders \| financial time series \| trading strategy \| risk-adjusted return \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Künstliche Intelligenz \| Artificial intelligence \| Portfolio-Management \| Portfolio selection \| Finanzmarkt \| Financial market \| Kapitaleinkommen \| Capital income \| Anlageverhalten \| Behavioural finance \| Theorie \| Theory

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