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Alex Paseka
Publication Activity (10 Years)
Years Active: 2009-2023
Publications (10 Years): 9
Top Topics
Deep Learning
Optimal Portfolio
Data Driven
Trading Strategies
Top Venues
COMPSAC
SSCI
FUZZ-IEEE
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Publications
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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)