Jakub Michańków

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authored a paper 4 months ago

Forecasting Probability Distributions of Financial Returns with Deep Neural Networks

Paper • 2508.18921 • Published Aug 26

authored a paper 5 months ago

Alternative Loss Function in Evaluation of Transformer Models

Paper • 2507.16548 • Published Jul 22 • 1

authored 4 papers 12 months ago

Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies

Paper • 2309.10546 • Published Sep 19, 2023

Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices

Paper • 2309.15640 • Published Sep 27, 2023

Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting

Paper • 2310.01063 • Published Oct 2, 2023

Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies

Paper • 2412.18405 • Published Dec 24, 2024