2 citations · 3 across the 4 of their papers we have counts for
3 papers · 1 filter
Alternative Loss Function in Evaluation of Transformer Models
Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk
The proper design and architecture of testing machine learning models, especially in their application to quantitative finance problems, is crucial. The most important aspect of th…
Generalized Mean Absolute Directional Loss for Machine Learning Trading Models
Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk
The article presents and evaluates a custom loss function designed specifically for machine learning models used in algorithmic trading. Regardless of the selected asset class and…
Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk
This paper investigates the issue of an adequate loss function in the optimization of machine learning models used in the forecasting of financial time series for the purpose of al…