Jakub Michanków

According to our database, Jakub Michanków authored at least 8 papers between 2022 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of six.

2026

Alternative loss function in evaluation of algorithmic investing strategies based on transformer models.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

Pattern Recognit. Lett., 2026

2025

Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging.

Zofia Bracha, Pawel Sakowski, Jakub Michanków

CoRR, October, 2025

Forecasting Probability Distributions of Financial Returns with Deep Neural Networks.

Jakub Michanków

CoRR, August, 2025

Alternative Loss Function in Evaluation of Transformer Models.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

CoRR, July, 2025

2024

Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

J. Comput. Sci., 2024

Hedging Properties of Algorithmic Investment Strategies Using Long Short-Term Memory and Time Series Models for Equity Indices.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

Proceedings of the Harnessing Opportunities: Reshaping ISD in the post-COVID-19 and Generative AI Era, 2024

Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting.

Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda

Proceedings of the Harnessing Opportunities: Reshaping ISD in the post-COVID-19 and Generative AI Era, 2024

2022

LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

Sensors, 2022