Alex Paseka

Publication Activity (10 Years)

Years Active: 2009-2023
Publications (10 Years): 9

Top Topics

Optimal Portfolio

Trading Strategies

Top Venues

Publications

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)
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)
Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka
Comparison of Trading Strategies: Dual Momentum vs Pairs Trading. COMPSAC (2023)
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)
Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani
Deep Learning Predictions for Cryptocurrencies. COMPSAC (2022)
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)
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)
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)
Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. COMPSAC (2021)
Alex Paseka, S. S. Appadoo, A. Thavaneswaran
Possibilistic moment generating functions. Appl. Math. Lett. 24 (5) (2011)
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) (2009)