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Pawe{\l} Sakowski

Identifiers

  • name variant Pawe{\l} Sakowski 0.60 · backfill

Papers (8)

  1. Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options q-fin.CP · 2026 · author #3
  2. Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models q-fin.PM · 2025 · author #2
  3. Alternative Loss Function in Evaluation of Transformer Models q-fin.CP · 2025 · author #2
  4. Can Artificial Intelligence Trade the Stock Market? q-fin.TR · 2025 · author #2
  5. Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies q-fin.CP · 2024 · author #2
  6. Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices q-fin.PM · 2023 · author #2
  7. Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies q-fin.CP · 2023 · author #2
  8. Systemic risk indicator based on implied and realized volatility q-fin.RM · 2023 · author #1

Mentions

  • 2508.14999 #2 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski
  • 2507.16548 #2 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski
  • 2506.04658 #2 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski
  • 2412.18405 #2 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski
  • 2309.15640 #2 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski
  • 2309.10546 #2 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski
  • 2307.05719 #1 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski
  • 2606.24309 #3 · arxiv_oai · confidence 0.70 Pawe{\l} Sakowski

Frequent Coauthors