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20232025
most citedMean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies

2 citations · 3 across the 4 of their papers we have counts for

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q-fin.PM2023

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

Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk

This paper proposes a novel approach to hedging portfolios of risky assets when financial markets are affected by financial turmoils. We introduce a completely novel approach to di…