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Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
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Sakowski, Paweł
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Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014448222
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
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Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014308890
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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
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Ślepaczuk, Robert
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2021
Persistent link: https://www.econbiz.de/10012816706
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