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One more conference this summer. This time we went to Sopot for ISD 2024 (International Conference on Information Systems Development), organized by University of Gdansk. We had the pleasure of presenting two of our research papers: “Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting” and “Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices” Both papers are published in the conference proceedings: https://doi.org/10.62036/ISD.2024 Again, thanks for everyone involved!

In July we had the pleasure of speaking at the 44th International Symposium On Forecasting in Dijon, France, from June 30th to July 4th, 2024. The ISF events are organized by the International Institute of Forecasters and are a great way of meeting new likeminded people from both industry and academia. Thanks for everyone involved and hope to see you soon!

This time, we will be joining the 17th International Conference on Computational and Financial Econometrics (CFE 2023), scheduled for 16-18 December 2023, hosted by HTW Berlin (University of Applied Sciences). Our presentation will focus on the research surrounding our newly developed Mean Absolute Directional Loss function (see preprint for reference). We look forward to sharing our findings with fellow researchers at this conference.

In September we had the pleasure of participating in the joint UMEF/DEM 2023 conferences at Nicolaus Copernicus University in Toruń (UMEF), where together with Paweł Sakowski and Robert Ślepaczuk we presented our research titled “Transformer Deep Learning Models for Financial Assets Returns Prediction”. It’s always special event in econometric and machine learning community in Poland and we hope to see you next time!