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Explaining and forecasting abnormal returns and volume by investor sentiment indicators
Lis, Szymon
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Slepaczuk, Robert
;
Sakowski, Paweł
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2024
Persistent link: https://www.econbiz.de/10015372745
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Why you should not invest in mining endeavour? : the efficiency of BTC mining under current market conditions
Jabłczyńska, Małgorzata
;
Kosc, Krzysztof
;
Ryś, …
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011926421
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3
Momentum and contrarian effects on the cryptocurrency market
Kość, Krzysztof
;
Sakowski, Paweł
;
Ślepaczuk, Robert
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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2018
Persistent link: https://www.econbiz.de/10011912640
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4
Do multi-factor models produce robust results? : econometric and diagnostic issues in equity risk premia study
Sakowski, Paweł
;
Ślepaczuk, Robert
;
Wywiał, Mateusz
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788235
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5
Can we invest based on equity risk premia and risk factors from multi-factor models?
Sakowski, Paweł
;
Ślepaczuk, Robert
;
Wywiał, Mateusz
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788243
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6
Applying exogenous variables and regime switching to multifactor models on equity indices
Sakowski, Paweł
;
Ślepaczuk, Robert
;
Wywiał, Mateusz
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788247
Saved in:
7
Verification of investment opportunities on the cryptocurrency market within the Markowitz framework
Sakowski, Paweł
;
Turovtseva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012512480
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8
Does bitcoin improve investment portfolio efficiency?
Sakowski, Paweł
;
Turovtseva, Daria
-
2020
Persistent link: https://www.econbiz.de/10012512505
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9
Investment portfolio optimization based on modern portfolio theory and deep learning models
Wysocki, Maciej
;
Sakowski, Paweł
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2022
Persistent link: https://www.econbiz.de/10013473216
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10
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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