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q-fin.TR2026
MLP-Initialized Reinforcement Learning for Exit Timing in SPX Short-Straddle Portfolios
Jianning Wang, Robert Ślepaczuk, Paweł Sakowski
This paper studies exit timing for SPX short-straddle portfolios using a two-stage supervised and reinforcement-learning framework. Historical episodes first generate ex-post optim…
q-fin.TR2026
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
Szymon Lis, Robert Ślepaczuk, Paweł Sakowski
This paper investigates whether short-term market overreactions can be systematically predicted and monetized as momentum signals using high-frequency emotional information and mod…
q-fin.TR2025
Can Artificial Intelligence Trade the Stock Market?
Jędrzej Maskiewicz, Paweł Sakowski
The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (…