Pawel Sakowski

According to our database, Pawel Sakowski authored at least 6 papers between 2022 and 2025.

Collaborative distances:

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

2025

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

Zofia Bracha, Pawel Sakowski, Jakub Michanków

CoRR, October, 2025

Alternative Loss Function in Evaluation of Transformer Models.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

CoRR, July, 2025

Can Artificial Intelligence Trade the Stock Market?

Jedrzej Maskiewicz, Pawel Sakowski

CoRR, June, 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 (ISD2024 Proceedings), 2024

2022

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

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

Sensors, 2022