Jakub Michanków

According to our database, Jakub Michanków authored at least 4 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of six.

2024

Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

J. Comput. Sci., 2024

Hedging Properties of Algorithmic Investment Strategies Using Long Short-Term Memory and Time Series Models for Equity Indices.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

Proceedings of the Harnessing Opportunities: Reshaping ISD in the post-COVID-19 and Generative AI Era (ISD2024 Proceedings), 2024

Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting.

Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda

Proceedings of the Harnessing Opportunities: Reshaping ISD in the post-COVID-19 and Generative AI Era (ISD2024 Proceedings), 2024

2022

LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk

Sensors, 2022