Robert Slepaczuk

22 papers Journal 19Unranked 3
YearRankTypeTitle / Venue / Authors
2026 J jnl
A neural network informer in algorithmic investment strategies on high-frequency bitcoin data.
Expert Syst. Appl.
Filip Stefaniuk, Robert Slepaczuk
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
EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction.
CoRR
Dinggao Liu, Robert Slepaczuk, Zhenpeng Tang
2025 — conf
Evaluating the Chronos Foundation Model for Daily Stock Index Forecasting.
ISD
Stanislaw Laniewski, Robert Slepaczuk
2025 J jnl
Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data.
CoRR
Filip Stefaniuk, Robert Slepaczuk
2025 J jnl
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies.
Knowl. Based Syst.
Kamil Kashif, Robert Slepaczuk
2025 J jnl
Optimal Markowitz portfolio using returns forecasted with time series and machine learning models.
J. Big Data
Damian Slusarczyk, Robert Slepaczuk
2025 J jnl
Predictive modeling of foreign exchange trading signals using machine learning techniques.
Expert Syst. Appl.
Sugarbayar Enkhbayar, Robert Slepaczuk
2025 J jnl
Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting.
CoRR
Anna Perekhodko, Robert Slepaczuk
2025 J jnl
Supervised autoencoder MLP for financial time series forecasting.
J. Big Data
Bartosz Bieganowski, Robert Slepaczuk
2024 J jnl
Enhancing literature review with LLM and NLP methods. Algorithmic trading case.
CoRR
Stanislaw Laniewski, Robert Slepaczuk
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
Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data.
CoRR
Zuzanna Kostecka, 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
2024 — conf
Predicting Prices Of S&P 500 Index Using Classical Methods and Recurrent Neural Networks.
ISD
Mateusz Kijewski, Robert Slepaczuk, Maciej Wysocki
2024 J jnl
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data.
CoRR
Bartosz Bieganowski, Robert Slepaczuk
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
Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index.
Entropy
Nguyen Vo, Robert Slepaczuk
2022 J jnl
Artificial Neural Networks Performance in WIG20 Index Options Pricing.
Entropy
Maciej Wysocki, Robert Slepaczuk
2022 J jnl
LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.
Sensors
Jakub Michanków, Pawel Sakowski, Robert Slepaczuk