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Jakub Michanków

Orcid: 0000-0002-0567-6240

According to our database1, Jakub Michanków authored at least 4 papers between 2022 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of six.

Timeline

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Links

On csauthors.net:

Bibliography

2024
Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies.
[BibTeX]
[DOI]
Jakub Michanków
,
Pawel Sakowski
,
Robert Slepaczuk
J. Comput. Sci., 2024

2023
Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting.
[BibTeX]
[DOI]
Jakub Michanków
,
Lukasz Kwiatkowski
,
Janusz Morajda
CoRR, 2023

Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices.
[BibTeX]
[DOI]
Jakub Michanków
,
Pawel Sakowski
,
Robert Slepaczuk
CoRR, 2023

2022
LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.
[BibTeX]
[DOI]
Jakub Michanków
,
Pawel Sakowski
,
Robert Slepaczuk
Sensors, 2022


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