Robert Ślepaczuk

497 total citations
45 papers, 268 citations indexed

About

Robert Ślepaczuk is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Robert Ślepaczuk has authored 45 papers receiving a total of 268 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 26 papers in Economics and Econometrics and 17 papers in Management Science and Operations Research. Recurrent topics in Robert Ślepaczuk's work include Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (17 papers) and Financial Risk and Volatility Modeling (17 papers). Robert Ślepaczuk is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (17 papers) and Financial Risk and Volatility Modeling (17 papers). Robert Ślepaczuk collaborates with scholars based in Poland and United States. Robert Ślepaczuk's co-authors include P Rys, Wiktor Budziński and Marek Giergiczny and has published in prestigious journals such as SHILAP Revista de lepidopterología, PLoS ONE and Expert Systems with Applications.

In The Last Decade

Robert Ślepaczuk

39 papers receiving 255 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Robert Ślepaczuk Poland 9 150 146 128 46 46 45 268
Jae Wook Song South Korea 10 96 0.6× 225 1.5× 127 1.0× 27 0.6× 23 0.5× 36 377
Martin Gould United Kingdom 8 105 0.7× 192 1.3× 163 1.3× 18 0.4× 16 0.3× 19 359
Simon Behrendt Germany 7 92 0.6× 209 1.4× 147 1.1× 29 0.6× 17 0.4× 14 314
Kei Nakagawa Japan 9 113 0.8× 102 0.7× 100 0.8× 26 0.6× 13 0.3× 61 236
Evangelos Stavroulakis Greece 6 179 1.2× 138 0.9× 112 0.9× 26 0.6× 60 1.3× 8 348
An-Sing Chen Taiwan 5 270 1.8× 209 1.4× 145 1.1× 12 0.3× 58 1.3× 8 373
Francesco Audrino Switzerland 8 116 0.8× 198 1.4× 224 1.8× 11 0.2× 29 0.6× 13 330
Tamal Datta Chaudhuri India 10 128 0.9× 158 1.1× 61 0.5× 11 0.2× 39 0.8× 47 308
Julián Andrada Félix Spain 12 192 1.3× 293 2.0× 184 1.4× 31 0.7× 39 0.8× 37 454
Irene Aldridge United States 7 124 0.8× 140 1.0× 158 1.2× 15 0.3× 15 0.3× 20 270

Countries citing papers authored by Robert Ślepaczuk

Since Specialization
Citations

This map shows the geographic impact of Robert Ślepaczuk's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert Ślepaczuk with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert Ślepaczuk more than expected).

Fields of papers citing papers by Robert Ślepaczuk

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert Ślepaczuk. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert Ślepaczuk. The network helps show where Robert Ślepaczuk may publish in the future.

Co-authorship network of co-authors of Robert Ślepaczuk

This figure shows the co-authorship network connecting the top 25 collaborators of Robert Ślepaczuk. A scholar is included among the top collaborators of Robert Ślepaczuk based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Robert Ślepaczuk. Robert Ślepaczuk is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Ślepaczuk, Robert, et al.. (2025). LSTM-ARIMA as a hybrid approach in algorithmic investment strategies. Knowledge-Based Systems. 320. 113563–113563. 3 indexed citations
2.
Ślepaczuk, Robert, et al.. (2025). Predictive modeling of foreign exchange trading signals using machine learning techniques. Expert Systems with Applications. 285. 127729–127729. 1 indexed citations
3.
Budziński, Wiktor, et al.. (2025). The cointegration of Polish timber sales channels: Patterns and implications. Forest Policy and Economics. 178. 103566–103566. 1 indexed citations
4.
Ślepaczuk, Robert, et al.. (2025). Systematic index option-writing strategies with Black-Scholes-Merton and Variance-Gamma Models. Economic Modelling. 152. 107234–107234. 1 indexed citations
5.
Ślepaczuk, Robert, et al.. (2024). Enhancing literature review with NLP methods Algorithmic investment strategies case. 1 indexed citations
6.
Ślepaczuk, Robert, et al.. (2024). Predicting Prices Of S&P 500 Index Using Classical Methods and Recurrent Neural Networks. Journal of the Association for Information Systems. 3 indexed citations
7.
8.
Ślepaczuk, Robert, et al.. (2023). The Systemic Risk Approach Based on Implied and Realized Volatility. SSRN Electronic Journal. 1 indexed citations
9.
Ślepaczuk, Robert, et al.. (2023). Ensembling Arimax Model in Algorithmic Investment Strategies on Commodities Market. SSRN Electronic Journal.
10.
Ślepaczuk, Robert, et al.. (2023). Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies. SSRN Electronic Journal. 1 indexed citations
11.
Ślepaczuk, Robert, et al.. (2023). Cross-Country Differences in Return and Volatility Metrics of World Equity Indices. Econstor (Econstor). 10(57). 90–115. 1 indexed citations
12.
Ślepaczuk, Robert, et al.. (2023). LIGHT Benchmark - Comprehensive Backtesting Framework for Market Risk Models Comparison. SSRN Electronic Journal.
13.
Ślepaczuk, Robert, et al.. (2020). Does the Inclusion of Exposure to Volatility into Diversified Portfolio Improve the Investment Results? Portfolio Construction from the Perspective of a Polish Inwestor. SHILAP Revista de lepidopterología. 6(20)(1). 46–81. 4 indexed citations
14.
Ślepaczuk, Robert, et al.. (2019). INVESTMENT STRATEGIES THAT BEAT THE MARKET. WHAT CAN WE SQUEEZE FROM THE MARKET?. Econstor (Econstor). 14(4). 36–55. 6 indexed citations
15.
Ślepaczuk, Robert, et al.. (2016). Can we invest on the basis of equity risk premia and risk factors from multi-factor models?. Economics and Business Review/˜The œPoznań University of Economics Review. 2 (16)(3). 78–98. 2 indexed citations
16.
Ślepaczuk, Robert, et al.. (2016). Applying exogenous variables and regime switching to multi-factor models on equity indices. 47(47). 79–121. 1 indexed citations
17.
18.
Ślepaczuk, Robert, et al.. (2015). CROSS-SECTIONAL RETURNS FROM DIVERSE PORTFOLIO OF EQUITY INDICES WITH RISK PREMIA EMBEDDED. 16(2). 89–101. 3 indexed citations
19.
Ślepaczuk, Robert, et al.. (2013). Struktura czasowa zmienności kontraktów terminowych na VIX – modelowanie i własności prognostyczne. Zarządzanie i Finanse. 2(4). 181–192. 1 indexed citations
20.
Ślepaczuk, Robert, et al.. (2009). High-Frequency and Model-Free Volatility Estimators. SSRN Electronic Journal. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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