Robert Slepaczuk

According to our database, Robert Slepaczuk authored at least 9 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

Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data.

Bartosz Bieganowski, Robert Slepaczuk

CoRR, 2024

Enhancing literature review with LLM and NLP methods. Algorithmic trading case.

Stanislaw Laniewski, Robert Slepaczuk

CoRR, 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