Andrew Paskaramoorthy

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 8

Top Topics

Portfolio Selection

Top Venues

Publications

Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
Many learning agents interacting with an agent-based market model. CoRR (2023)
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations. CoRR (2022)
Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. CIFEr (2022)
Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl
The efficient frontiers of mean-variance portfolio rules under distribution misspecification. FUSION (2021)
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
ParDen: Surrogate Assisted Hyper-Parameter Optimisation for Portfolio Selection. CoRR (2021)
Matthew Kruger, Terence L. van Zyl, Andrew Paskaramoorthy
AMA-K: Aggressive Multi-Temporal Allocation An Algorithm for Aggressive Online Portfolio Selection. CoRR (2021)
Siddeeq Laher, Andrew Paskaramoorthy, Terence L. van Zyl
Deep Learning for Financial Time Series Forecast Fusion and Optimal Portfolio Rebalancing. FUSION (2021)
Shivaar Sooklal, Terence L. van Zyl, Andrew Paskaramoorthy
DRICORN-K: A Dynamic RIsk CORrelation-driven Non-parametric Algorithm for Online Portfolio Selection. SACAIR (2020)