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isPartOf:"Working papers"
subject:"Wohlfahrtsanalyse"
~person:"Sakowski, Paweł"
~subject:"Portfolio-Management"
~subject:"Share price"
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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
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2023
Persistent link: https://www.econbiz.de/10014448222
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Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej
;
Sakowski, Paweł
-
2022
Persistent link: https://www.econbiz.de/10013473216
Saved in:
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Does bitcoin improve investment portfolio efficiency?
Sakowski, Paweł
;
Turovtseva, Daria
-
2020
Persistent link: https://www.econbiz.de/10012512505
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