Scholar
Paweł Sakowski
Google Scholar ID: rQh_QU0AAAAJ
University of Warsaw, Faculty of Economic Sciences
volatility modeling
derivatives pricing
VIX term structure
quantitative finance
financial econometrics
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Citations & Impact
All-time
Citations
219
H-index
7
i10-index
5
Publications
20
Co-authors
2
list available
Publications
6 items
Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options
2026
Cited
0
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
2026
Cited
0
Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
2025
Cited
0
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
2025
Cited
0
Alternative Loss Function in Evaluation of Transformer Models
2025
Cited
0
Can Artificial Intelligence Trade the Stock Market?
Working papers · 2025
Cited
0
Co-authors
1 total
Robert Slepaczuk
University of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance
