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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
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2
Robust optimisation in algorithmic investment strategies
Castellano Gómez, Sergio
;
Ślepaczuk, Robert
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2021
Persistent link: https://www.econbiz.de/10012816708
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3
Machine learning in algorithmic trading strategy optimization - implementation and efficiency
Ryś, Przemysław
;
Ślepaczuk, Robert
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011981706
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A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
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2022
Persistent link: https://www.econbiz.de/10013473692
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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
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2022
Persistent link: https://www.econbiz.de/10013473995
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6
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
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7
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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8
Application of machine learning in algorithmic investment strategies on global stock markets
Grudniewicz, Jan
;
Ślepaczuk, Robert
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463386
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9
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
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2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
10
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
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2024
Persistent link: https://www.econbiz.de/10014634690
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