Jakub Michańków

1. Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
   2023/09/19 by Jakub Michańków, Michańków, Jakub, Paweł Sakowski +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #General Finance (q-fin.GN) #Machine Learning (cs.LG) #Market Dynamics and Volatility #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods