Generalized value at risk forecasting
Thavaneswaran, Aerambamoorthy, Paseka, Alex, Frank, Julieta
Published in Communications in statistics. Theory and methods (17.10.2020)
Published in Communications in statistics. Theory and methods (17.10.2020)
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Journal Article
A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient
Thavaneswaran, Aerambamoorthy, Liang, You, Paseka, Alex, Hoque, Md. Erfanul, Thulasiram, Ruppa K.
Published in 2021 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) (11.07.2021)
Published in 2021 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) (11.07.2021)
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Conference Proceeding
Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading
Ranathungage, Thimani, Thavaneswaran, Aerambamoorthy, Liang, You, Thulasiram, Ruppa, Paseka, Alex
Published in 2024 IEEE 48th Annual Computers, Software, and Applications Conference (COMPSAC) (02.07.2024)
Published in 2024 IEEE 48th Annual Computers, Software, and Applications Conference (COMPSAC) (02.07.2024)
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Conference Proceeding
Deep Learning Predictions for Cryptocurrencies
Thavaneswaran, Aerambamoorthy, Liang, You, Bowala, Sulalitha, Paseka, Alex, Ghahramani, Melody
Published in 2022 IEEE 46th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2022)
Published in 2022 IEEE 46th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2022)
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Conference Proceeding
Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies
Bowala, Sulalitha, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa, Hoque, Md Erfanul, Paseka, Alex
Published in 2023 IEEE Symposium Series on Computational Intelligence (SSCI) (05.12.2023)
Published in 2023 IEEE Symposium Series on Computational Intelligence (SSCI) (05.12.2023)
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Conference Proceeding
A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility
Liang, You, Thavaneswaran, Aerambamoorthy, Paseka, Alex, Bowala, Sulalitha, Liyau, Juan
Published in 2023 IEEE 47th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2023)
Published in 2023 IEEE 47th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2023)
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Conference Proceeding
Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models
Hoque, Md Erfanul, Bowala, Sulalitha, Paseka, Alex, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa
Published in 2023 IEEE 47th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2023)
Published in 2023 IEEE 47th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2023)
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Conference Proceeding
A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies
Liang, You, Thavaneswaran, Aerambamoorthy, Paseka, Alex, Qiao, Wei, Ghahramani, Melody, Bowala, Sulalitha
Published in 2022 IEEE 46th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2022)
Published in 2022 IEEE 46th Annual Computers, Software, and Applications Conference (COMPSAC) (01.06.2022)
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Conference Proceeding
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations
Thavaneswaran, Aerambamoorthy, Liang, You, Yu, Na, Paseka, Alex, Thulasiram, Ruppa K.
Published in 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC) (01.07.2021)
Published in 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC) (01.07.2021)
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Conference Proceeding
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility
Hoque, Md. Erfanul, Thavaneswaran, Aerambamoorthy, Paseka, Alex, Thulasiram, Ruppa K.
Published in 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC) (01.07.2021)
Published in 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC) (01.07.2021)
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Conference Proceeding