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Robert Ślepaczuk

Observed names: ROBERT ŚLEPACZUK, Robert Slepaczuk, Slepaczuk, Robert, Ślepaczuk Robert, Ślepaczuk, Robert
Observed institution: University of Warsaw
ORCID: 0000-0001-5227-2014
Observed ORCID: 0000-0001-5227-2014
OpenAlex ID: A5031588007
Application of machine learning in algorithmic investment strategies on global stock markets
2023 · Jan Grudniewicz, Robert Ślepaczuk · Research in International Business and Finance · 71
Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index
2021 · Quynh Bui, Robert Ślepaczuk · Physica A Statistical Mechanics and its Applications · 68
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LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
2025 · Kamil Kashif, Robert Ślepaczuk · Knowledge-Based Systems · 64
Momentum and contrarian effects on the cryptocurrency market
2019 · Krzysztof Kosc, Paweł Sakowski, et al. · Physica A Statistical Mechanics and its Applications · 63
Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index
2022 · Nguyen Vo, Robert Ślepaczuk · Entropy · 49
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LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index
2022 · Jakub Michańków, Paweł Sakowski, et al. · Sensors · 44
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Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies
2024 · Jakub Michańków, Paweł Sakowski, et al. · Journal of Computational Science · 37
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
2025 · Dominik anon, Robert Ślepaczuk · SSRN Electronic Journal · 36
Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market
2018 · Robert Ślepaczuk, Maryna Zenkova · Central European Economic Journal · 32
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Optimal Markowitz portfolio using returns forecasted with time series and machine learning models
2025 · Damian Ślusarczyk, Robert Ślepaczuk · Journal Of Big Data · 28
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Supervised autoencoder MLP for financial time series forecasting
2025 · Bartosz Bieganowski, Robert Ślepaczuk · Journal Of Big Data · 22
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Predictive modeling of foreign exchange trading signals using machine learning techniques
2025 · Sugarbayar Enkhbayar, Robert Ślepaczuk · Expert Systems with Applications · 20
High-Frequency and Model-Free Volatility Estimators
2014 · Robert Ślepaczuk, Grzegorz Zakrzewski · SSRN Electronic Journal · 16
Investment Strategies That Beat the Market. What Can We Squeeze From the Market?
2012 · Robert Slepaczuk, Grzegorz Zakrzewski, et al. · Financial Internet Quarterly · 16
Analysis of High Frequency Data on the Warsaw Stock Exchange in the Context of Efficient Market Hypothesis
2008 · Paweł Strawiński, Robert Ślepaczuk · RePEc: Research Papers in Economics · 16
Energy and cost efficiency of Bitcoin mining endeavor
2023 · Małgorzata Jabłczyńska, Krzysztof Kosc, et al. · PLoS ONE · 15
Artificial Neural Networks Performance in WIG20 Index Options Pricing
2021 · Maciej Wysocki, Robert Ślepaczuk · Entropy · 15
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Predicting prices of S&P500 index using classical methods and recurrent neural networks
2020 · Mateusz Kijewski, Robert Ślepaczuk · RePEc: Research Papers in Economics · 13
Volatility as an Asset Class
2015 · Juliusz Jabłecki, Ryszard Kokoszczyński, et al. · Peter Lang D eBooks · 13
Lstm-arima as a Hybrid Approach in Algorithmic Investment Strategies
2024 · Kamil Kashif, Robert Ślepaczuk · Working Papers. · 12
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Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency
2018 · Przemysław Ryś, Robert Ślepaczuk · Central European Economic Journal · 12
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Supervised Autoencoder MLP for Financial Time Series Forecasting
2024 · Bieganowski, Bartosz, Slepaczuk, Robert · RePEc: Research Papers in Economics · 11
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The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
2024 · Natalia Roszyk, Robert Ślepaczuk · SSRN Electronic Journal · 11
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
2024 · Kamil Kashif, Robert Ślepaczuk · SSRN Electronic Journal · 10
Systemic risk indicator based on implied and realized volatility
2025 · Paweł Sakowski, Rafał Sieradzki, et al. · Quality & Quantity · 9
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Works count: 125
Citation count: 915
H-index: 15
I10-index: 25
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