Robert Slepaczuk

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 7

Top Topics

Investment Strategies

Artificial Neural Networks

Learning Problems

Top Venues

J. Comput. Sci.

Publications

Zuzanna Kostecka, Robert Slepaczuk
Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data. CoRR (2024)
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)
Maciej Wysocki, Robert Slepaczuk
Artificial Neural Networks Performance in WIG20 Index Options Pricing. Entropy 24 (1) (2022)
Nguyen Vo, Robert Slepaczuk
Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index. Entropy 24 (2) (2022)