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Piotr Pomorski
Publication Activity (10 Years)
Years Active: 2022-2023
Publications (10 Years): 4
Top Topics
Response Variable
Evaluation Method
Regression Model
Multivariate Regression
Top Venues
CoRR
LOD (2)
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Publications
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Piotr Pomorski
,
Denise Gorse
Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework.
CoRR
(2023)
Piotr Pomorski
,
Denise Gorse
Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes.
LOD (2)
(2023)
Piotr Pomorski
,
Denise Gorse
Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes.
CoRR
(2023)
Piotr Pomorski
,
Denise Gorse
Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average.
CoRR
(2022)