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Machine Learning Methods in Algorithmic Trading Strategy Optimization – Design and Time Efficiency

strategies operated on daily data, taking position each trading day. The length of in-sample period was big enough to make sure that the different market trends were included for all-time series. On the other hand, the out-of-sample length allowed to properly validate strategies and assess overfitting level. The most rapid growth of value was observed for AAPL stock, whose price increased on average by around 35% annually. The disproportion between the profitability of AAPL and other assets did not diminish, after adjusting for risk and applying terms of IR measure

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Presumptions of Decentralisation in the Context of Institutional and Political Economy

. – Cheltenham: Edward Elgar. 17. Martišius, S. (2005). Ekonominių teorijų raida 1870–1970 metais // Pinigų studijos. Ekonomikos teorija ir praktika. Nr. 2, pp. 47–57. 18. Maskin, E., Qian, Y., Xu, C. (2000). Incentives, Information, and Organizational Form // Review of Economic Studies. Vol. 67, No. 2, pp. 359–378. doi: 10.1111/1467-937X.00135 19. Oates, W.E. (1972) Fiscal Federalism. New York: Harcourt Brace Jovanovich. 20. Osei-Kufuor, P., Bakare I., A., O. (2013). Conceptualizing Institutionalised Decentralisation: Implications for Competing

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Internationalization of Japanese Business Groups – Literature Review

://www.sidalcnet/cgi-bin/wxis.exe/?IsisScript=iicacrxis&method=post&formato=2&cantidad=1&expresion=mfn=032843> [Accessed 15 October 2018]. [29] Gerlach, M.L. (1997). Alliance Capitalism, Group. [online] Available at: <;;doc.view=print> [Accessed 13 April 2018]. [30] Grabowiecki, J. (2006). Keiretsu groups: Their role in the Japanese economy and a reference point (or a paradigm) for other countries, Institute of Developing Economies, (413), pp. 1-79. [online] Available at: <

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Indoor Ecosystem Services: Impacts of Plants on Air Quality

K., Baia M. (2016): Assessing the Indoor Pollutants Effect on Ornamental Plants Leaves by FT-IR Spectroscopy. Acta Physica Polonica, A., 129(1). Jones A.P. (1999): Indoor air quality and health. Atmos. Environ. 33: 4535–4564. Kays S.J. (2011): Phytoremediation of indoor air—Current state of the art. The value creation of plants for future urban agriculture. Nat. Inst. Hort. Herbal Science, RDA, Suwon, Korea, 3-21. Kim K.J., Kil M.J., Song J.S., Yoo E.H., Son K.C., Kays S.J. (2008): Efficiency of volatile formaldehyde removal by indoor plants

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Should Non-Euro Area Countries Join the Single Supervisory Mechanism?

:// Danske Bank (2012). Danish support packages for the financial and corporate sectors. Available at Danske Bank (2013). The Danske Bank Group Annual Report 2012. Available at Darvas, Z. (2011). A Tale of Three Countries: Recovery after Banking Crises. Bruegel Policy Contribution, 2011/19. De Sousa, C., Wolff

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Dunavski Rubin – A New Indeterminate Tomato Cultivar

REFERENCES ADENIYI, H., ADEMOYEGUN, O.: Effect of Different Rates and Sources of Fertilizer on Yield and Antioxidant Components of Tomato ( Lycopersicon lycopersicum). Agricultural Journal, 7:135-139, 2012. BARANSKA, M., SCHÜTZE, W., SCHULZ, H.: Determination of lycopene and ß-carotene content in tomato fruits and related products: comparasion of FT-Raman, ATR-IR, and NIR spectroscopy. Analytical Chemistry, 78: 8456-8461, 2006. COMPOS, CAB., FERNANDES, PD., GHEYI, HR., BLANCO, FF., GONCALVES, CB., CAMPOS, SAF.: Yield and fruit quality of

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The Issues of the Management of Receivables: Lithuanian Case

working paper 1344. Accessed [10.01.2016]. Available from Internet: Mackevičius, J. (2008). Įmonių veiklos analizė - informacijos rinkimo, tyrimo ir vertinimo Sistema. Informacijos mokslai, (4), 46-56. Mackevičius, J., & Rakštelienė, A. (2005). Altman modelių taikymas Lietuvos įmonių bankrotui prognozuoti. Ekonomikos ir teorijos praktika: Pinigų studijos, (1), 24-42. Malinauskas, G. (2014). Pirkėjų skolų valdymo modelis smulkaus verslo įmonėje. Jaunasis mokslininkas

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Profile of Fatty Acids and Spectroscopic Characteristics of Selected Vegetable Oils Extracted by Cold Maceration

, 78 , 266-275. Bouzid, O., Navarro, D., Roche, M., Asther, M., Haon, M., Delattre, M., Lorquin, J., Labat, M., Asther, M., Lesage-Meessen, L. (2005). Fungal enzymes as a powerful tool to release simple phenolic compounds from olive oil by-product. Process Biochemistry, 40 , 1855-1862. Bryś, J., Wirkowska, M., Górska, A., Ostrowska-Ligęza, E., Bryś, A., Koczoń, P. (2013). The use of DSC and FT-IR spectroscopy for evaluation of oxidative stability of interesterified fats. Journal of Thermal Analysis and Calorimetry, 1-7 , 23. Ciemniewska

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Identification of Indicators’ Applicability to Settle Borrowers’ Probability of Default

. (2002). Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy. Sveriges Riksbank Working paper Series, (142), 1-54. Chan-Lau, J. A. (2006). Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance. IMF Working Paper. Monetary and Financial Systems Department. [Accessed 10.02.2016]. Available from Internet: Cibulskienė, D., Butkus, M., & Žakarė, S. (2014). Bankroto Diagnostikos Modelis ir jo Pritaikymas

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Race to the Eurozone: why Latvia joined before Lithuania

[The Political Economy of Internal Adjustment in the Baltic States: Explaining Responses to the Crisis]. Doctoral Dissertation, Vilnius University. Kuokštis, V., 2015. Jingle bells and struggling GIPS: Comparing the Baltic and the southern euro zone’s crisis experience using the varieties of capitalism framework. Acta Oeconomica, 65(1), pp. 39-64. Milne, R., 2013, April 23. Latvia: Reaching for the euro. Financial Times. Retrieved from http://www.ft

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