Alex Paseka

18 papers B 13Journal 2Unranked 3
YearRankTypeTitle / Venue / Authors
2025 B conf
Novel Data Driven High Dimensional Volatility Networks and Dynamic Price Networks.
COMPSAC
Avanthi Saumyamala, Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
2025 — conf
Novel Financial Network Models Using Neuro Correlations and Applications.
CiFer Companion
Avanthi Saumyamala, Aerambamoorthy Thavaneswaran, Sulalitha Bowala, Joy Dip Das, Ruppa K. Thulasiram, Alex Paseka
2025 B conf
On the Superiority of Data-Driven Combined Forecasts Based on Deep Learning Models.
COMPSAC
Sulalitha Bowala, Md. Erfanul Hoque, Hina Shaheen, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Alex Paseka
2025 B conf
Superiority of RMT Filtered Data-Driven Covariance Matrix for Portfolio Optimization and Resilient Networks.
COMPSAC
Avanthi Saumyamala, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Ruppa K. Thulasiram
2025 B conf
Superiority of the Neural Network Models for Multivariate Price and Volatility Forecasting.
COMPSAC
Avanthi Saumyamala, You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Ruppa K. Thulasiram
2025 — conf
The Superiority of Direct Neuro Volatility Forecasts Over GARCH and Machine Learning Forecasts for Financial Assets.
CiFer Companion
Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Avanthi Saumyamala, Joy Dip Das, Ruppa K. Thulasiram, Alex Paseka
2024 B conf
Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading.
COMPSAC
Thimani Ranathungage, Aerambamoorthy Thavaneswaran, You Liang, Ruppa K. Thulasiram, Alex Paseka
2023 B conf
A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau
2023 B conf
Comparison of Trading Strategies: Dual Momentum vs Pairs Trading.
COMPSAC
Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka
2023 B conf
Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models.
COMPSAC
Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram
2023 — conf
Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies.
SSCI
Sulalitha Bowala, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Md. Erfanul Hoque, Alex Paseka
2022 B conf
A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies.
COMPSAC
You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala
2022 B conf
Deep Learning Predictions for Cryptocurrencies.
COMPSAC
Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani
2021 B conf
A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient.
FUZZ-IEEE
Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Md. Erfanul Hoque, Ruppa K. Thulasiram
2021 B conf
An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility.
COMPSAC
Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram
2021 B conf
Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.
COMPSAC
Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram
2011 J jnl
Possibilistic moment generating functions.
Appl. Math. Lett.
Alex Paseka, S. S. Appadoo, A. Thavaneswaran
2009 J jnl
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing.
Math. Comput. Model.
A. Thavaneswaran, S. S. Appadoo, Alex Paseka