Robert Slepaczuk

Orcid: 0000-0001-5227-2014

According to our database1, Robert Slepaczuk authored at least 6 papers between 2022 and 2024.

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

Timeline

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Bibliography

2024
Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies.
J. Comput. Sci., 2024

Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data.
CoRR, 2024

2023
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices.
CoRR, 2023

2022
LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.
Sensors, 2022

Artificial Neural Networks Performance in WIG20 Index Options Pricing.
Entropy, 2022

Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index.
Entropy, 2022


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