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Alexander Paseka
Publication Activity (10 Years)
Years Active: 2020-2021
Publications (10 Years): 4
Top Topics
Black Scholes Model
Short Term
Portfolio Optimization
Stock Price
Top Venues
COMPSAC
SSCI
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Publications
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You Liang
,
A. Thavaneswaran
,
Alexander Paseka
,
Janakumar Bhanushali
Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach.
SSCI
(2021)
You Liang
,
Aerambamoorthy Thavaneswaran
,
Alexander Paseka
,
Ruppa K. Thulasiram
,
Ethan Johnson-Skinner
Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures.
COMPSAC
(2021)
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)
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)