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Artificial Neural Networks Performance in WIG20 Index Options Pricing
Entropy (Basel, Switzerland), 2021-12, Vol.24 (1), p.35
2021
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Energy and cost efficiency of Bitcoin mining endeavor
PloS one, 2023-03, Vol.18 (3), p.e0283687-e0283687
2023
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Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index
Physica A, 2022-04, Vol.592, p.126784, Article 126784
2022
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Momentum and contrarian effects on the cryptocurrency market
Physica A, 2019-06, Vol.523, p.691-701
2019
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Application of machine learning in algorithmic investment strategies on global stock markets
Research in international business and finance, 2023-10, Vol.66, p.102052, Article 102052
2023
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Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index
Entropy (Basel, Switzerland), 2022-01, Vol.24 (2), p.158
2022
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LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index
Sensors (Basel, Switzerland), 2022-01, Vol.22 (3), p.917
2022
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Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S P500 Index
Entropy (Basel, Switzerland), 2022-01, Vol.24 (2), p.158
2022
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Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies
Journal of computational science, 2024-09, Vol.81, p.102375, Article 102375
2024
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DOES THE INCLUSION OF EXPOSURE TO VOLATILITY INTO DIVERSIFIED PORTFOLIO IMPROVE THE INVESTMENT RESULTS? PORTFOLIO CONSTRUCTION FROM THE PERSPECTIVE OF A POLISH INVESTOR
Economics and business review, 2020-03, Vol.6 (1), p.46-81
2020
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Does the Inclusion of Exposure to Volatility into Diversified Portfolio Improve the Investment Results? Portfolio Construction from the Perspective of a Polish Inwestor
Economics and business review, 2020, Vol.6(20) (1), p.46-81
2020
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Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor 1
Economics and business review, 2020-01, Vol.6 (1), p.46-81
2020
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Cross-Country Differences in Return and Volatility Metrics of World Equity Indices
Central European economic journal., 2023-05, Vol.10 (57), p.90-115
2023
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Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency
Central European economic journal., 2019-08, Vol.5 (1), p.206-229
2019
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Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market
Central European economic journal., 2019-08, Vol.5 (1), p.186-205
2019
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LSTM in Algorithmic Investment Strategies on BTC and S P500 Index
Sensors (Basel, Switzerland), 2022-01, Vol.22 (3), p.917
2022
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Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency
Central European economic journal., 2018, Vol.5 (52), p.206-229
2018
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Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market
Central European economic journal., 2018, Vol.5 (52), p.186-205
2018
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Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options
Central European economic journal., 2019-04, Vol.4 (51), p.18-39
2019
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Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options
Central European economic journal., 2019-04, Vol.4 (51), p.18-39
2019
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Energy and cost efficiency of Bitcoin mining endeavor
PloS one, 2023-01, Vol.18 (3)
2023
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Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options
Central European economic journal., 2017, Vol.4 (51), p.18-39
2017
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Can we invest on the basis of equity risk premia and risk factors from multi-factor models?
Economics and business review, 2016-09, Vol.2 (16) (3), p.78-98
2016
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Does Historical VIX Term Structure Contain Valuable Information for Predicting VIX Futures?
Dynamic econometric models, 2015-04, Vol.14, p.5
2015
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ANALYSIS OF HIGH FREQUENCY DATA ON THE WARSAW STOCK EXCHANGE IN THE CONTEXT OF EFFICIENT MARKET HYPOTHESIS
Journal of Applied Economic Sciences (JAES), 2008, Vol.III (3), p.306-319
2008
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