LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index. - Jakub Michanków; Pawel Sakowski; Robert Slepaczuk (Sensors, 2022)

Hedging Properties of Algorithmic Investment Strategies Using Long Short-Term Memory and Time Series Models for Equity Indices. - Jakub Michanków; Pawel Sakowski; Robert Slepaczuk (ISD, 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)

Can Artificial Intelligence Trade the Stock Market? - Jedrzej Maskiewicz; Pawel Sakowski (CoRR, 2025)

Alternative Loss Function in Evaluation of Transformer Models. - Jakub Michanków; Pawel Sakowski; Robert Slepaczuk (CoRR, 2025)