"Mean Absolute Directional Loss as a New Loss Function for Machine Learning ..."

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk (2023)

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DOI: 10.48550/ARXIV.2309.10546

access: open

type: Informal or Other Publication

metadata version: 2023-09-26

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  - journals/corr/abs-2309-10546
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  - https://dblp.org/rec/journals/corr/abs-2309-10546
Jakub Michanków, Pawel Sakowski, Robert Slepaczuk:
Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies. CoRR abs/2309.10546 (2023)

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