Jakub Michańków

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authored 2 papers 1 day ago

Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging

Paper • 2510.09247 • Published Oct 10, 2025

Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options

Paper • 2606.24309 • Published Jul 8

commented a paper about 1 year ago

Forecasting Probability Distributions of Financial Returns with Deep Neural Networks

Paper • 2508.18921 • Published Aug 26, 2025 •

2

authored 2 papers about 1 year ago

Forecasting Probability Distributions of Financial Returns with Deep Neural Networks

Paper • 2508.18921 • Published Aug 26, 2025

Alternative Loss Function in Evaluation of Transformer Models

Paper • 2507.16548 • Published Jul 22, 2025 • 1

authored 4 papers over 1 year ago

Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies

Paper • 2309.10546 • Published Sep 19, 2023

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

Paper • 2309.15640 • Published Sep 27, 2023

Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting

Paper • 2310.01063 • Published Oct 2, 2023

Generalized Mean Absolute Directional Loss for Machine Learning Trading Models

Paper • 2412.18405 • Published about 1 month ago