Piotr Pomorski

According to our database, Piotr Pomorski authored at least 3 papers between 2022 and 2023.

Collaborative distances:

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

2023

Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework.

Piotr Pomorski, Denise Gorse

CoRR, 2023

Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes.

Piotr Pomorski, Denise Gorse

Proceedings of the Machine Learning, Optimization, and Data Science, 2023

2022

Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average.

Piotr Pomorski, Denise Gorse

CoRR, 2022