Jakub Michańków
Names
| first: | Jakub |
| last: | Michańków |
Identifer
| RePEc Short-ID: | pmi1057 |
Contact
Affiliations
-
Uniwersytet Warszawski
/ Wydział Nauk Ekonomicznych
- 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 - Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging (repec:war:wpaper:2025-25)
by Zofia Bracha & Jakub Michańków & Paweł Sakowski