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~type_genre:"Arbeitspapier"
~type_genre:"Ratgeber"
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Electronic trading
13
Elektronisches Handelssystem
13
Securities trading
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6
Behavioural finance
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LSTM
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Management-Informationssystem
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deep learning
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Ślepaczuk, Robert
5
Bellia, Mario
2
Dionne, Georges
2
Pelizzon, Loriana
2
Poutré, Cédric
2
Subrahmanyam, Marti G.
2
Uno, Jun
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Yergeau, Gabriel
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Yuferova, Darya
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Baranochnikov, Illia
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Bilodeau, Yann
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Borg, Jan van der
1
Budziński, Wiktor
1
Camatti, Nicola
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Campbell, Danny
1
Casarin, Roberto
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Chojnacki, Karol
1
Corazza, Marco
1
Czajkowski, Mikołaj
1
Dems̆ar, Urs̆ka
1
Dijk, Herman K. van
1
Fasano, Giovanni
1
Giupponi, Carlo
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Gusso, Riccardo
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Hanley, Nick
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Kawakami, Kei
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Kryńska, Katarzyna
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Ma, Baiquan
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Myšiak, Jaroslav
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Pellizzari, Paolo
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Pesenti, Raffaele
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Ravazzolo, Francesco
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Working papers
ERIM report series research in management
41
Working paper / National Bureau of Economic Research, Inc.
33
Working paper
25
Discussion paper / Centre for Economic Policy Research
21
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19
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Unternehmensführung, Organisation und Management in Agrar- und Ernährungswirtschaft
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Diskussionsbeiträge der Mercator School of Management der Universität Duisburg-Essen, Campus Duisburg
9
Econometric Institute research papers
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Faculty & research / Insead : working paper series
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Arbeitsberichte des Instituts für Wirtschaftsinformatik
8
Les cahiers de recherche / HEC Paris
8
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
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Arbeitspapiere der Nordakademie
7
Arbeitspapiere des Instituts für Genossenschaftswesen der Westfälischen Wilhelms-Universität Münster
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1
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
2
Using geographically weighted choice models to account for spatial heterogeneity of preferences
Budziński, Wiktor
;
Campbell, Danny
;
Czajkowski, Mikołaj
; …
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788384
Saved in:
3
Tourism observatories 3.0 : a transnational experiment in the MED
Pereira, Luis Nobre
;
Santos, Margarida
;
Bertocchi, Dario
; …
-
2018
Persistent link: https://www.econbiz.de/10011957393
Saved in:
4
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
5
The profitability of lead-lag arbitrage at high-frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2022
Persistent link: https://www.econbiz.de/10013380798
Saved in:
6
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
Saved in:
7
Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473995
Saved in:
8
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2021
Persistent link: https://www.econbiz.de/10012592176
Saved in:
9
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
10
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
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