Work

Hedging Properties of Algorithmic Investment Strategies Using Long Short-Term Memory and Time Series Models for Equity Indices

Year: 2024

Type: conference-paper

Source: Proceedings of the International Conference on Information Systems Development

DOI: 10.62036/isd.2024.57

Authors: Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk

Institution: University of Warsaw

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4402363419

FWCI: 1.388

Cites: 24

Cited by: 2

Related to: 10