Similar Search Results - EconBiz

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

Investment portfolio optimization based on modern portfolio theory and deep learning models

Wysocki, Maciej; Sakowski, Paweł - 2022

Persistent link: https://www.econbiz.de/10013473216

Does Historical Volatility Term Structure Contain Valuable Information for Predicting Volatility and Index Futures?

Jablecki, Juliusz - 2014

We suggest that the term structure of volatility futures (e.g. VIX futures) shows a clear pattern of dependence on the current level of VIX index. At the low level of VIX (below 20) the term structure is highly upward sloping; at the high VIX level (over 30) it is strongly downward sloping. We...

Persistent link: https://www.econbiz.de/10013046744

Explaining and forecasting abnormal returns and volume by investor sentiment indicators

Lis, Szymon; Slepaczuk, Robert; Sakowski, Paweł - 2024

Persistent link: https://www.econbiz.de/10015372745

Modele strukturalne w prognozowaniu inflacji w Narodowym Banku Polskim

Kłos, Bohdan; Kokoszczyński, Ryszard; Łyziak, Tomasz; … - 2004

Persistent link: https://www.econbiz.de/10002516677

Structural econometric models in forecasting inflation at the National Bank of Poland

Kłos, Bohdan; Kokoszczyński, Ryszard; Łyziak, Tomasz; … - 2005

Persistent link: https://www.econbiz.de/10002741391

Predicting intra-urban well-being from space with nonlinear machine learning

Wójcik, Piotr; Andruszek, Krystian - In: Regional science policy and practice : RSPP 14 (2022) 4, pp. 891-913

Persistent link: https://www.econbiz.de/10013401848

What factors contribute to uneven suburbanisation? : predicting the number of migrants from Warsaw to its suburbs with machine learning

Bogusz, Honorata; Winnicki, Szymon; Wójcik, Piotr - In: The annals of regional science : an international … 72 (2024) 4, pp. 1353-1382

Persistent link: https://www.econbiz.de/10014559133

Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements

Osowska, Ewelina; Wójcik, Piotr - In: Digital finance : smart data analytics, investment … 6 (2024) 1, pp. 145-175

Persistent link: https://www.econbiz.de/10014584389

Modelling subjective attractiveness

Lewszyk, Konrad; Wójcik, Piotr - 2023

Persistent link: https://www.econbiz.de/10014305893

A service of the