Jakub Michanków

11 papers Journal 9Unranked 2

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Alternative loss function in evaluation of algorithmic investing strategies based on transformer models. Pattern Recognit. Lett. Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
2025	J	`jnl`	Alternative Loss Function in Evaluation of Transformer Models. CoRR Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
2025	J	`jnl`	Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging. CoRR Zofia Bracha, Pawel Sakowski, Jakub Michanków
2025	J	`jnl`	Forecasting Probability Distributions of Financial Returns with Deep Neural Networks. CoRR Jakub Michanków
2024	—	`conf`	Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. ISD Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda
2024	—	`conf`	Hedging Properties of Algorithmic Investment Strategies Using Long Short-Term Memory and Time Series Models for Equity Indices. ISD Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
2024	J	`jnl`	Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies. J. Comput. Sci. Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
2023	J	`jnl`	Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. CoRR Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda
2023	J	`jnl`	Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. CoRR Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
2023	J	`jnl`	Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies. CoRR Jakub Michanków, Pawel Sakowski, Robert Slepaczuk
2022	J	`jnl`	LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index. Sensors Jakub Michanków, Pawel Sakowski, Robert Slepaczuk