//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"algorithm"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayes-Statistik
58
Bayesian inference
58
Theorie
35
Theory
35
Estimation
14
Schätzung
14
Decomposition method
13
Dekompositionsverfahren
13
Algorithm
12
Algorithmus
12
Markov chain
11
Markov-Kette
11
Time series analysis
11
Zeitreihenanalyse
11
Einkommensverteilung
10
Forecasting model
10
Income distribution
10
Prognoseverfahren
10
Portfolio selection
9
Portfolio-Management
9
Statistical distribution
9
Statistische Verteilung
9
VAR model
8
VAR-Modell
8
Anlageverhalten
7
Behavioural finance
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation theory
6
Schätztheorie
6
Artificial intelligence
5
Australia
5
Australien
5
Capital income
5
Kapitaleinkommen
5
Künstliche Intelligenz
5
Lohnstruktur
5
Mathematical programming
5
Mathematische Optimierung
5
Modellierung
5
more ...
less ...
Online availability
All
Free
82
Type of publication
All
Book / Working Paper
86
Type of publication (narrower categories)
All
Arbeitspapier
86
Graue Literatur
86
Non-commercial literature
86
Working Paper
86
Language
All
English
86
Author
All
Casarin, Roberto
18
Billio, Monica
11
Ślepaczuk, Robert
11
Griffiths, William E.
8
Ravazzolo, Francesco
6
Duangkamon Chotikapanich
5
Ahelegbey, Daniel Felix
4
Dijk, Herman K. van
4
Gunawan, David
4
Lubrano, Michel
4
Brzezinski, Michal
3
Griffiths, William
3
Korobilis, Dimitris
3
Leisen, Fabrizio
3
Silva, Mathias
3
Woźniak, Tomasz
3
Bassetti, Federico
2
Cukrowska-Torzewska, Ewa
2
Fourrier-Nicolai, Edwin
2
Grassi, Stefano
2
Hajargasht, Gholamreza
2
Iacopini, Matteo
2
Lander, David
2
Osuntuyi, Anthony
2
Panagiōtidēs, Theodōros
2
Rossini, Luca
2
Sakowski, Paweł
2
Sartore, Domenico
2
Afonso, António
1
Agudze, Komla M.
1
Arampatzidis, Ioannis
1
Banerjee, Shesadri
1
Baranochnikov, Illia
1
Basu, Parantap
1
Bertoluzzo, Francesco
1
Beyer, Robert
1
Bhadury, Soumya
1
Bulfone, Giacomo
1
Caporin, Massimiliano
1
Castellano Gómez, Sergio
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
9
University of Melbourne / Department of Economics
1
Published in...
All
Working papers
European journal of operational research : EJOR
1,705
Computers & operations research : and their applications to problems of world concern ; an international journal
1,507
International journal of production research
1,019
Transportation research / E : an international journal
498
International journal of production economics
379
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
369
Operations research letters
285
Journal of econometrics
245
Omega : the international journal of management science
227
Discussion paper / Tinbergen Institute
220
Operations research
214
Journal of the Operational Research Society : OR
205
INFORMS journal on computing : JOC
191
Working paper
187
Economics letters
185
Discussion paper series / IZA
174
Journal of scheduling
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Computational economics
155
Mathematics of operations research
153
Economic modelling
146
Energy economics
146
International journal of forecasting
141
OR spectrum : quantitative approaches in management
137
Management science : journal of the Institute for Operations Research and the Management Sciences
129
Operational research : an international journal
128
Energy
126
Applied economics
122
NBER working paper series
117
Journal of the Operational Research Society
115
Computers & operations research : an international journal
112
Econometric reviews
108
Working paper series
108
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
107
European journal of industrial engineering : EJIE
101
Econometric Institute research papers
100
Journal of economic dynamics & control
99
Applied economics letters
98
Working paper / National Bureau of Economic Research, Inc.
97
Discussion papers / CEPR
96
more ...
less ...
Source
All
ECONIS (ZBW)
86
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634690
Saved in:
2
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634696
Saved in:
3
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:
4
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:
5
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
6
Bayesian approaches to shrinkage and sparse estimation
Korobilis, Dimitris
;
Shimizu, Kenichi
-
2022
Persistent link: https://www.econbiz.de/10012814611
Saved in:
7
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:
8
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:
9
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816706
Saved in:
10
Robust optimisation in algorithmic investment strategies
Castellano Gómez, Sergio
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816708
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->