Robert Slepaczuk

According to our database, Robert Slepaczuk authored at least 7 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

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

Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data.

Zuzanna Kostecka, Robert Slepaczuk

CoRR, 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

Predicting Prices Of S&P 500 Index Using Classical Methods and Recurrent Neural Networks.

Mateusz Kijewski, Robert Slepaczuk, Maciej Wysocki

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

Artificial Neural Networks Performance in WIG20 Index Options Pricing.

Maciej Wysocki, Robert Slepaczuk

Entropy, 2022

Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index.

Nguyen Vo, Robert Slepaczuk

Entropy, 2022