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Forecasting model
Artificial intelligence
26
Künstliche Intelligenz
26
Prognoseverfahren
26
Theorie
26
Theory
26
machine learning
23
Learning process
20
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20
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17
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16
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16
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12
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Ślepaczuk, Robert
13
Chlebus, Marcin
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Michańków, Jakub
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1
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Working papers
International journal of forecasting
107
Computational economics
56
Journal of forecasting
51
European journal of operational research : EJOR
47
Technological forecasting & social change : an international journal
41
Finance research letters
37
International journal of production research
36
Risks : open access journal
31
Decision analytics journal
29
Energy economics
25
Journal of risk and financial management : JRFM
25
International review of financial analysis
23
Financial innovation : FIN
21
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of economic dynamics & control
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Applied economics letters
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CESifo working papers
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IEEE transactions on engineering management : EM
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Transportation research / E : an international journal
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Discussion paper / Tinbergen Institute
11
International journal of business information systems : IJBIS
11
Journal of business analytics
11
Computers & operations research : and their applications to problems of world concern ; an international journal
10
Health care management science : a new journal serving the international health care management community
10
Intelligent systems in accounting, finance & management
10
International journal of production economics
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Journal of business research : JBR
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NBER working paper series
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The journal of financial data science
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ECONIS (ZBW)
26
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1
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
Saved in:
2
Predictive modeling of foreign exchange trading signals using machine
learning
techniques
Enkhbayar, Sugarbayar
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634708
Saved in:
3
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
Saved in:
4
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
5
Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322176
Saved in:
6
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
Saved in:
7
Modelling subjective attractiveness
Lewszyk, Konrad
;
Wójcik, Piotr
-
2023
Persistent link: https://www.econbiz.de/10014305893
Saved in:
8
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:
9
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
Saved in:
10
A note on the interpretability of machine
learning
algorithms
Guégan, Dominique
-
2020
Persistent link: https://www.econbiz.de/10012498600
Saved in:
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