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Ethan Johnson-Skinner
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 2
Top Topics
Portfolio Optimization
Markov Model
Risk Measures
Hidden State
Top Venues
COMPSAC
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Publications
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Ethan Johnson-Skinner
,
You Liang
,
Na Yu
,
Alin Morariu
A Novel Algorithmic Trading Strategy using Hidden Markov Model for Kalman Filtering Innovations.
COMPSAC
(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)