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Details about Jakub Michańków

Workplace:Uniwersytet Ekonomiczny w Krakowie (Cracow University of Economics), (more information at EDIRC)
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 2026-04-22. 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

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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