Investment Strategies that Beat the Market. What Can We Squeeze from the Market?
Robert Ślepaczuk, Paweł Sakowski, Grzegorz Zakrzewski
Cross-Country Differences in Return and Volatility Metrics of World Equity Indices
Iskandar Sheraliev, Robert Ślepaczuk
Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices
Paweł Sakowski, Robert Ślepaczuk, Mateusz Wywiał
Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor
Michał Latoszek, Robert Ślepaczuk
Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency
Przemysław Ryś, Robert Ślepaczuk
Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market
Robert Ślepaczuk, Maryna Zenkova