Alexander Paseka

According to our database, Alexander Paseka authored at least 16 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading.

Thimani Ranathungage, Aerambamoorthy Thavaneswaran, You Liang, Ruppa K. Thulasiram, Alex Paseka

Proceedings of the 48th IEEE Annual Computers, Software, and Applications Conference, 2024

2023

Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies.

Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Alex Paseka

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Comparison of Trading Strategies: Dual Momentum vs Pairs Trading.

Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka

Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility.

You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau

Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models.

Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram

Proceedings of the 47th IEEE Annual Computers, Software, and Applications Conference, 2023

2022

Deep Learning Predictions for Cryptocurrencies.

Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani

Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies.

You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala

Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

2021

Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach.

You Liang, A. Thavaneswaran, Alexander Paseka, Janakumar Bhanushali

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2021

A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient.

Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Md. Erfanul Hoque, Ruppa K. Thulasiram

Proceedings of the 30th IEEE International Conference on Fuzzy Systems, 2021

Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.

Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures.

You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility.

Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

2020

Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data.

Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price.

You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram

Proceedings of the 44th IEEE Annual Computers, Software, and Applications Conference, 2020

2011

Possibilistic moment generating functions.

Alex Paseka, S. S. Appadoo, A. Thavaneswaran

Appl. Math. Lett., 2011

2009

Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing.

A. Thavaneswaran, S. S. Appadoo, Alex Paseka

Math. Comput. Model., 2009