"Mean Absolute Directional Loss as a new loss function for machine learning ..."

Jakub Michanków, Pawel Sakowski, Robert Slepaczuk (2024)

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DOI: 10.1016/J.JOCS.2024.102375

access: open

type: Journal Article

metadata version: 2024-12-09

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Jakub Michanków, Pawel Sakowski, Robert Slepaczuk:
Mean Absolute Directional Loss as a new loss function for machine learning problems in algorithmic investment strategies. J. Comput. Sci. 81: 102375 (2024)

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