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  • Search: subject:"walk-forward optimization"
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Subject
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Artificial intelligence 3 Forecasting model 3 Künstliche Intelligenz 3 Neural networks 3 Neuronale Netze 3 Portfolio selection 3 Portfolio-Management 3 Prognoseverfahren 3 Theorie 3 Theory 3 Algorithm 2 Algorithmus 2 Anlageverhalten 2 Behavioural finance 2 algorithmic investment strategies 2 long short-term memory 2 loss function 2 machine learning 2 overoptimization 2 recurrent neural networks 2 testing architecture 2 walk-forward optimization 2 Algorithmic Investment Strategies 1 Electronic trading 1 Elektronisches Handelssystem 1 Financial analysis 1 Finanzanalyse 1 Hedging 1 Long Short-Term Memory 1 Machine Learning 1 Mathematical programming 1 Mathematische Optimierung 1 Recurrent Neural Networks 1 Technical Analysis Indicators 1 Time series analysis 1 Trading algorithms 1 Walk Forward Optimization 1 XGBoost 1 Zeitreihenanalyse 1
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 3
Author
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Ślepaczuk, Robert 3 Michańków, Jakub 2 Chojnacki, Karol 1 Sakowsk, Paweł 1 Sakowski, Paweł 1
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Working papers 3
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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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 - 2023
Persistent link: https://www.econbiz.de/10014448222
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Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub; Sakowsk, Paweł; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448237
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014308890
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