103 citations · 184 across the 37 of their papers we have counts for
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q-fin.TR2026
Explainable Patterns in Cryptocurrency Microstructure
Bartosz Bieganowski, Robert Ślepaczuk
We document stable cross-asset patterns in cryptocurrency limit-order-book microstructure: the same engineered order book and trade features exhibit remarkably similar predictive i…
q-fin.TR2024
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
Bartosz Bieganowski, Robert Ślepaczuk
This paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders (SAE), to improve investment strategy p…
q-fin.TR2024★ 3 cited
Supervised Autoencoder MLP for Financial Time Series Forecasting
Bartosz Bieganowski, Robert Slepaczuk
This paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders, aiming to improve investment strategy…