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
Modeling financial durations using penalized estimating functions
Zhang, Yaohua, Zou, Jian, Ravishanker, Nalini, Thavaneswaran, Aerambamoorthy
Published in Computational statistics & data analysis (01.03.2019)
Published in Computational statistics & data analysis (01.03.2019)
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Journal Article
Data-Driven and Neuro-Volatility Fuzzy Forecasts for Cryptocurrencies
Singh, Japjeet, Bowala, Sulalitha, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa, Mandal, Saumen
Published in 2022 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) (18.07.2022)
Published in 2022 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) (18.07.2022)
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Conference Proceeding
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
Novel Non-linear Adaptive Fuzzy Adjacency Matrices for Financial Volatility Network Models
Saumyamala, Avanthi, Bowala, Sulalitha, Liang, You, Basnayake, Shanika, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa
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
Neural Network Fuzzy Electricity Demand Forecasts Based on Fuzzy Inputs
Bowala, Sulalitha, Hoque, Md Erfanul, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa, Appadoo, Srimantoorao
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
A Cryptocurrency Multiple Trading Strategy with Kalman Filter Innovation Volatility Interval Forecasts
Liang, You, Thavaneswaran, Aerambamoorthy, Liyau, Juan, Muhammad, Areebah, Ranathungage, Thimani, Thulasiram, Ruppa
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
Application of a Novel Fuzzy Pattern Mining Algorithm for Sequence Data
Ranathungage, Thimani, Bowala, Sulalitha, Hoque, Md Erfanul, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa
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
Novel Resilient Model Risk Forecasts Based on Neuro Volatility Models
Hoque, Md Erfanul, Bowala, Sulalitha, Saumyamala, Avanthi, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa
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
A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility
Liang, You, Thavaneswaran, Aerambamoorthy, Hoque, Md. Erfanul
Published in 2020 IEEE Symposium Series on Computational Intelligence (SSCI) (01.12.2020)
Published in 2020 IEEE Symposium Series on Computational Intelligence (SSCI) (01.12.2020)
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Conference Proceeding
Comparison of Fuzzy Risk Forecast Intervals for Cryptocurrencies
Bowala, Sulalitha, Singh, Japjeet, Thavaneswaran, Aerambamoorthy, Thulasiram, Ruppa, Mandal, Saumen
Published in 2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr) (01.05.2022)
Published in 2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr) (01.05.2022)
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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