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 - Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk

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 - Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk | Arena