Jakub Michanków

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 5

Top Topics

Investment Strategies

Reproducing Kernel Hilbert Space

Block Truncation Coding

Top Venues

J. Comput. Sci.

Publications

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies. J. Comput. Sci. 81 (2024)
Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. CoRR (2023)
Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies. CoRR (2023)
Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda
Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. CoRR (2023)
Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index. Sensors 22 (3) (2022)