2 papers
q-fin.CP2025
Alternative Loss Function in Evaluation of Transformer Models
Jakub MichaÅków, PaweÅ Sakowski, Robert Ålepaczuk
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…
q-fin.CP2024
Generalized Mean Absolute Directional Loss for Machine Learning Trading Models
Jakub MichaÅków, Jakub Michańków, PaweÅ Sakowski +3
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…