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Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322176
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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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Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816704
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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 - 2022
Persistent link: https://www.econbiz.de/10013473995
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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
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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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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
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Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014507808
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Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634696
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Predictive modeling of foreign exchange trading signals using machine learning techniques
Enkhbayar, Sugarbayar; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634708