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Pawel Sakowski
ORCID
Publication Activity (10 Years)
Years Active: 2022-2024
Publications (10 Years): 4
Top Topics
Investment Strategies
Stock Price
Reproducing Kernel Hilbert Space
Autoregressive
Top Venues
CoRR
Sensors
J. Comput. Sci.
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Publications
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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
,
Pawel Sakowski
,
Robert Slepaczuk
LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.
Sensors
22 (3) (2022)