TripleSun https://triplesun.net/ Quantitative Financial Research Thu, 17 Jul 2025 10:11:25 +0000 en-US hourly 1 https://wordpress.org/?v=6.8.2 ISF 2025 in Beijing, China https://triplesun.net/isf-2025-in-beijing-china/ Thu, 17 Jul 2025 10:10:45 +0000 https://triplesun.net/?p=2008 This time we went to Beijing, China to present the research titled “Forecasting Probability Distributions of Financial Returns with Deep Neural Networks”, courtesy of International Institute of Forecasters. For those interested the presentation of our research is available here.

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]]> This time we went to Beijing, China to present the research titled “Forecasting Probability Distributions of Financial Returns with Deep Neural Networks”, courtesy of International Institute of Forecasters.

For those interested the presentation of our research is available here.

The post ISF 2025 in Beijing, China appeared first on TripleSun.

]]> ISD 2024 at University of Gdańsk https://triplesun.net/isd-2024/ Wed, 02 Oct 2024 10:36:04 +0000 https://triplesun.net/?p=2001 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!

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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!

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]]> ISF 2024 in Dijon, France https://triplesun.net/isf-2024-in-dijon-france/ Mon, 15 Jul 2024 10:48:26 +0000 https://triplesun.net/?p=1990 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!

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]]> 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!

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]]> CFE 2023 Conference in Berlin https://triplesun.net/cfe-2023-conference-in-berlin/ Mon, 13 Nov 2023 11:11:43 +0000 https://triplesun.net/?p=1931 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.

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]]> 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.

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]]> UMEF / DEM 2023 https://triplesun.net/umef-dem-2023/ Thu, 02 Nov 2023 10:53:19 +0000 https://triplesun.net/?p=1929 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!

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]]> 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!

The post UMEF / DEM 2023 appeared first on TripleSun.

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