دنبال کردن
Robert Slepaczuk
Robert Slepaczuk
University of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance
ایمیل تأیید شده در wne.uw.edu.pl - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
Momentum and contrarian effects on the cryptocurrency market‏
K Kosc, P Sakowski, R Ślepaczuk‏
Physica A: Statistical Mechanics and its Applications 523, 691-701, 2019‏
562019
Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index‏
Q Bui, R Ślepaczuk‏
Physica A: Statistical Mechanics and its Applications 592, 126784, 2022‏
482022
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P500 index‏
N Vo, R Ślepaczuk‏
Entropy 24 (2), 158, 2022‏
362022
LSTM in algorithmic investment strategies on BTC and S&P500 index‏
J Michańków, P Sakowski, R Ślepaczuk‏
Sensors 22 (3), 917, 2022‏
352022
High-frequency and model-free volatility estimators‏
R Ślepaczuk, G Zakrzewski‏
Available at SSRN 2508648, 2009‏
332009
Application of machine learning in algorithmic investment strategies on global stock markets‏
J Grudniewicz, R Ślepaczuk‏
Research in International Business and Finance 66, 102052, 2023‏
32*2023
„Analysis of high frequency data on the Warsaw Stock Exchange in the context of efficient market hypothesis”‏
P Strawiński, R Ślepaczuk‏
Journal of Applied Economic Sciences 3 (3), 306-319, 2008‏
282008
Predicting prices of S&P 500 index using classical methods and recurrent neural networks‏
M Kijewski, R Ślepaczuk, M Wysocki‏
27*2024
Robustness of support vector machines in algorithmic trading on cryptocurrency market‏
R Ślepaczuk, M Zenkova‏
Central European Economic Journal 5 (52), 186-205, 2018‏
262018
Anomalie rynku kapitałowego w świetle hipotezy efektywności rynku‏
R Ślepaczuk‏
eFinanse 1, 1-12, 2006‏
252006
Artificial Neural Networks Performance in WIG20 Index Options Pricing‏
M Wysocki, R Ślepaczuk‏
Entropy 24 (1), 35, 2021‏
142021
Energy and cost efficiency of Bitcoin mining endeavor‏
M Jabłczyńska, K Kosc, P Ryś, P Sakowski, R Ślepaczuk, G Zakrzewski‏
PloS one 18 (3), e0283687, 2023‏
112023
Volatility as an Asset Class, Obvious Benefits and Hidden Risks.‏
P Jabłecki, J., Kokoszczynski, R., Sakowski P., Ślepaczuk, R., Wójcik‏
Frankfurt: PeterLang 1, 1-231, 2015‏
11*2015
Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor.‏
M Latoszek, R Ślepaczuk‏
Economics & Business Review 6 (1), 2020‏
102020
Midquotes or transactional prices? Evaluation of Black model on high-frequency data‏
R Kokoszczyński, P Sakowski, R Ślepaczuk‏
Studia Ekonomiczne, 43-58, 2018‏
9*2018
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy‏
I Baranochnikov, R Ślepaczuk‏
Working Papers of Faculty of Economic Sciences, University of Warsaw, WP 21 …, 2022‏
82022
Machine Learning Methods in Algorithmic Trading Strategy Optimization–Design and Time Efficiency‏
P Ryś, R Ślepaczuk‏
Central European Economic Journal 5 (52), 2019‏
82019
Option pricing models with HF data: An application of the Black model to the WIG20 index‏
R Kokoszczynski, P Sakowski, R Slepaczuk‏
JOURNAL OF CENTRUM CATHEDRA 5, 70-90, 2012‏
8*2012
Global stock markets and portfolio management‏
S Motamen-Samadian‏
Springer, 2006‏
82006
Anomalie rynku kapitałowego w świetle hipotezy efektywności rynku,“e‑Finanse”, no. 1‏
R Ślepaczuk‏
Wyższa Szkoła Informatyki i Zarządzania, Rzeszów, 3-12, 2006‏
82006
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20