Robert Slepaczuk

Orcid: 0000-0001-5227-2014

According to our database1, Robert Slepaczuk authored at least 5 papers between 2022 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

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Bibliography

2023
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices.
CoRR, 2023

Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies.
CoRR, 2023

2022
LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.
Sensors, 2022

Artificial Neural Networks Performance in WIG20 Index Options Pricing.
Entropy, 2022

Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index.
Entropy, 2022


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