Jakub Michańków
Names
| first: | Jakub |
| last: | Michańków |
Identifer
| RePEc Short-ID: | pmi1057 |
Contact
Affiliations
-
Uniwersytet Warszawski
/ Wydział Nauk Ekonomicznych (weight: 50%)
- EDIRC entry
- location:
-
Uniwersytet Ekonomiczny w Krakowie (weight: 50%)
- EDIRC entry
- location:
Research profile
author of:
- Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies (RePEc:war:wpaper:2023-23)
by Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk - Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices (RePEc:war:wpaper:2023-25)
by Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk