//--> //--> //--> //-->
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
type_genre:"Bibliography included"
~isPartOf:"Working papers"
~person:"Ślepaczuk, Robert"
~type_genre:"Non-commercial literature"
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
Strategic delegation in oligop...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
Portfolio selection
12
Portfolio-Management
12
Forecasting model
10
Prognoseverfahren
10
Neural networks
7
Neuronale Netze
7
Time series analysis
7
Zeitreihenanalyse
7
algorithmic investment strategies
6
recurrent neural networks
6
Algorithm
4
Algorithmus
4
Anlageverhalten
4
Behavioural finance
4
Financial analysis
4
Finanzanalyse
4
machine learning
4
ARIMA
3
Algorithmic Investment Strategies
3
Artificial intelligence
3
Capital income
3
Electronic trading
3
Elektronisches Handelssystem
3
Financial investment
3
Kapitalanlage
3
Kapitaleinkommen
3
Künstliche Intelligenz
3
LSTM
3
Mathematical programming
3
Mathematische Optimierung
3
Securities trading
3
Wertpapierhandel
3
deep learning
3
testing architecture
3
ARIMA model
2
ARMA model
2
ARMA-Modell
2
Aktienindex
2
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Bibliography included
Non-commercial literature
Arbeitspapier
14
Graue Literatur
14
Working Paper
14
Language
All
English
14
Author
All
Ślepaczuk, Robert
Creedy, John
20
Etro, Federico
15
Roson, Roberto
15
Billio, Monica
13
Casarin, Roberto
12
Seegmuller, Thomas
10
Griffiths, William E.
9
Loertscher, Simon
9
King, Ian Paul
8
Rizzi, Dino
8
Carraro, Carlo
7
Chlebus, Marcin
7
Levy, Daniel C.
7
Pelizzon, Loriana
7
Caporin, Massimiliano
6
Genc, Talat S.
6
Gottardi, Piero
6
Moslehi, Solmaz
6
Snir, Avichai
6
Bernasconi, Michele
5
Capistrán Carmona, Carlos
5
Carrillo, Julio A.
5
Dionne, Georges
5
Duangkamon Chotikapanich
5
Fabbri, Giorgio
5
Gallo, Giampiero M.
5
Guégan, Dominique
5
Kawakami, Kei
5
Leal, Julio
5
Otranto, Edoardo
5
Sartore, Domenico
5
Venditti, Alain
5
Afonso, António
4
Basov, Suren
4
Covarrubias, Enrique
4
De Cian, Enrica
4
Edmond, Chris
4
Erkal, Nisvan
4
Faggian, Silvia
4
more ...
less ...
Published in...
All
Working papers
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting prices of S&P500 index using classical methods and recurrent neural networks
Kijewskia, Mateusz
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322224
Saved in:
2
Applying hurst exponent in pair trading strategies
Quynh Bui
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322277
Saved in:
3
Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816699
Saved in:
4
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:
5
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:
6
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
7
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
8
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:
9
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
Saved in:
10
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->