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Technical trading strategies and market efficiency
Ślepaczuk, Robert - In: Global stock markets and portfolio management, (pp. 91-120). 2006
Persistent link: https://www.econbiz.de/10003370421
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Hybrid investment strategy based on momentum and macroeconomic approach
Korzén, Kamil; Ślepaczuk, Robert - 2019
Persistent link: https://www.econbiz.de/10012196602
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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
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Applying hurst exponent in pair trading strategies
Quynh Bui; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322277
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Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816699
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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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Robust optimisation in algorithmic investment strategies
Castellano Gómez, Sergio; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816708
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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
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A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013473692
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The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index
Thi Thu Giang Nguyen; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013474013