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Details about Jakub Michańków

Workplace:Wydział Nauk Ekonomicznych (Faculty of Economic Sciences), Uniwersytet Warszawski (University of Warsaw), (more information at EDIRC)

Access statistics for papers by Jakub Michańków.

Last updated 2026-06-13. Update your information in the RePEc Author Service.

Short-id: pmi1057

Working Papers

2025

  1. Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads View citations (1)

2023

  1. Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads
  2. Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads View citations (1)
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