2 papers
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…
cs.LG2023
Analyzing Credit Risk Model Problems through NLP-Based Clustering and Machine Learning: Insights from Validation Reports
Szymon Lis, Mariusz Kubkowski, Olimpia Borkowska +2
This paper explores the use of clustering methods and machine learning algorithms, including Natural Language Processing (NLP), to identify and classify problems identified in cred…