Ślepaczuk, Robert

1. The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
   2024/07/23 by Roszyk, Natalia, Ślepaczuk, Robert · 2 citations
   #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)
2. Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
   2025/05/26 by Stempień, Dominik, Ślepaczuk, Robert · 3 citations
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
3. Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
   2024/06/15 by Adam Korniejczuk, Korniejczuk, Adam, Robert Ślepaczuk +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)