Piotr Arendarski - Google Scholar

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Citations	26	19
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Co-authors

Mateusz WilinskiPost-Doc at Los Alamos National LaboratoryVerified email at lanl.gov
Lukasz PostekFaculty of Economic Sciences, University of WarsawVerified email at uw.edu.pl

Piotr Arendarski

Piotr Arendarski

Poznan University of Economics and Business

Verified email at ue.poznan.pl - Homepage

Finance Machine Learning


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Can banks default overnight? Modelling endogenous contagion on the O/N interbank market P Smaga, M Wiliński, P Ochnicki, P Arendarski, T Gubiec Quantitative Finance 18 (11), 1815-1829, 2018	25	2018
Cointegration based trading strategy for soft commodities market P Arendarski, Ł Postek Faculty of Economic Sciences, University of Warsaw Working Papers, 2012	1	2012
Generalized Momentum Asset Allocation Model P Arendarski, P Misiewicz, M Nowak, T Skoczylas, R Wojciechowski Faculty of Economic Sciences, University of Warsaw Working Papers, 2014		2014
Tactical allocation in falling stocks: Combining momentum and solvency ratio signals P Arendarski Faculty of Economic Sciences, University of Warsaw Working Papers, 2012		2012

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Articles 1–4