Takip et
Robert Slepaczuk
Robert Slepaczuk
University of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance
wne.uw.edu.pl üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Momentum and contrarian effects on the cryptocurrency market
K Kosc, P Sakowski, R Ślepaczuk
Physica A: Statistical Mechanics and its Applications 523, 691-701, 2019
602019
Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index
Q Bui, R Ślepaczuk
Physica A: Statistical Mechanics and its Applications 592, 126784, 2022
522022
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P500 index
N Vo, R Ślepaczuk
Entropy 24 (2), 158, 2022
452022
Application of machine learning in algorithmic investment strategies on global stock markets
J Grudniewicz, R Ślepaczuk
Research in International Business and Finance 66, 102052, 2023
41*2023
LSTM in algorithmic investment strategies on BTC and S&P500 index
J Michańków, P Sakowski, R Ślepaczuk
Sensors 22 (3), 917, 2022
412022
Robustness of support vector machines in algorithmic trading on cryptocurrency market
R Ślepaczuk, M Zenkova
Central European Economic Journal 5 (52), 186-205, 2018
332018
High-frequency and model-free volatility estimators
R Ślepaczuk, G Zakrzewski
Available at SSRN 2508648, 2009
332009
Predicting prices of S&P 500 index using classical methods and recurrent neural networks
M Kijewski, R Ślepaczuk, M Wysocki
31*2024
„Analysis of high frequency data on the Warsaw Stock Exchange in the context of efficient market hypothesis”
P Strawiński, R Ślepaczuk
Journal of Applied Economic Sciences 3 (3), 306-319, 2008
292008
Anomalie rynku kapitałowego w świetle hipotezy efektywności rynku
R Ślepaczuk
eFinanse 1, 1-12, 2006
252006
Artificial Neural Networks Performance in WIG20 Index Options Pricing
M Wysocki, R Ślepaczuk
Entropy 24 (1), 35, 2021
152021
Energy and cost efficiency of Bitcoin mining endeavor
M Jabłczyńska, K Kosc, P Ryś, P Sakowski, R Ślepaczuk, G Zakrzewski
PloS one 18 (3), e0283687, 2023
122023
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
K Kashif, R Ślepaczuk
Knowledge-Based Systems, 113563, 2025
112025
Volatility as an Asset Class, Obvious Benefits and Hidden Risks.
P Jabłecki, J., Kokoszczynski, R., Sakowski P., Ślepaczuk, R., Wójcik
Frankfurt: PeterLang 1, 1-231, 2015
11*2015
Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor.
M Latoszek, R Ślepaczuk
Economics & Business Review 6 (1), 2020
102020
Machine Learning Methods in Algorithmic Trading Strategy Optimization–Design and Time Efficiency
P Ryś, R Ślepaczuk
Central European Economic Journal 5 (52), 2019
102019
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
I Baranochnikov, R Ślepaczuk
Working Papers of Faculty of Economic Sciences, University of Warsaw, WP 21 …, 2022
92022
Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska K., Ślepaczuk R.
Working Papers of Faculty of Economic Sciences, University of Warsaw, WP 25 …, 2022
9*2022
Midquotes or transactional prices? Evaluation of Black model on high-frequency data
R Kokoszczyński, P Sakowski, R Ślepaczuk
Studia Ekonomiczne, 43-58, 2018
9*2018
Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies
J Michańków, P Sakowski, R Ślepaczuk
Journal of Computational Science 81, 102375, 2024
82024
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