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Alexander Paseka
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2020 – today
- 2024
- [c14]Thimani Ranathungage, Aerambamoorthy Thavaneswaran, You Liang, Ruppa K. Thulasiram, Alex Paseka:
Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading. COMPSAC 2024: 396-401 - 2023
- [c13]Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram:
Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models. COMPSAC 2023: 1349-1354 - [c12]You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau:
A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility. COMPSAC 2023: 1355-1362 - [c11]Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka:
Comparison of Trading Strategies: Dual Momentum vs Pairs Trading. COMPSAC 2023: 1363-1369 - [c10]Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Alex Paseka:
Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies. SSCI 2023: 146-151 - 2022
- [c9]You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala:
A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies. COMPSAC 2022: 1274-1279 - [c8]Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani:
Deep Learning Predictions for Cryptocurrencies. COMPSAC 2022: 1280-1285 - 2021
- [c7]Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram:
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. COMPSAC 2021: 1742-1747 - [c6]You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner:
Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures. COMPSAC 2021: 1748-1753 - [c5]Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram:
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. COMPSAC 2021: 1760-1765 - [c4]Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Md. Erfanul Hoque, Ruppa K. Thulasiram:
A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient. FUZZ-IEEE 2021: 1-6 - [c3]You Liang, A. Thavaneswaran, Alexander Paseka, Janakumar Bhanushali:
Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach. SSCI 2021: 1-7 - 2020
- [c2]You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram:
A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price. COMPSAC 2020: 225-234 - [c1]Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram:
Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data. COMPSAC 2020: 1308-1313
2010 – 2019
- 2011
- [j2]Alex Paseka, S. S. Appadoo, A. Thavaneswaran:
Possibilistic moment generating functions. Appl. Math. Lett. 24(5): 630-635 (2011)
2000 – 2009
- 2009
- [j1]A. Thavaneswaran, S. S. Appadoo, Alex Paseka:
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing. Math. Comput. Model. 49(1-2): 352-368 (2009)
Coauthor Index
aka: Aerambamoorthy Thavaneswaran
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