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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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A balanced approach: Brexit from political and business perspectives

prices”. Retrieved from https://www.businessinsider.com/tescoceo-dave-lewis-brexit-supermarkets-food-prices-2017-10?r=UK&IR=T Cadwalladr, C. (May 07 2017). “The great British Brexit robbery: How our democracy was hijacked.” The Guardian. Retrieved from: https://www.theguardian.com/technology/2017/may/07/the-great-british-brexit-robbery-hijacked-democracy Curtice, J. (2012). In Europe but not of Europe. Public Policy Research, 19(3), pp.199-204. Demertzis, M. (February 9 2018). “Trust in the EU? The key obstacle to reform”. Bruegel. Retrieved from

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

://register.consilium.europa.eu/pdf/en/12/st17/st17812.en12.pdf. Danske Bank (2012). Danish support packages for the financial and corporate sectors. Available at http://danskebank.com/da-dk/ir/Documents/Presentations/2012/201203-Danish-Support-Packages.pdf. Danske Bank (2013). The Danske Bank Group Annual Report 2012. Available at http://www.danskebank.com/en-uk/ir/Documents/2012/Q4/Annualreport-2012.pdf. 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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The Issues of the Management of Receivables: Lithuanian Case

working paper 1344. Accessed [10.01.2016]. Available from Internet: https://www.imf.org/external/pubs/ft/wp/2013/wp1344.pdf 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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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: https://www.imf.org/external/pubs/ft/wp/2006/wp06104.pdf 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. http://vddb.laba.lt/fedora/get/LT-eLABa-0001:E.02~2013~D_20130416_130826-54294/DS.005.0.01.ETD 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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