activity
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

collaborators
Showing 2024Show all

1 paper · 1 filter

q-fin.CP2024

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…