Andrew Paskaramoorthy

14 papers C 2Journal 6Unranked 6
YearRankTypeTitle / Venue / Authors
2025 J jnl
Surrogate-assisted hyper-parameter search for portfolio optimisation: multi-period considerations.
Neural Comput. Appl.
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
2023 J jnl
Many learning agents interacting with an agent-based market model.
CoRR
Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
2022 — conf
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection.
CIFEr
Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie
2022 — conf
Cryptocurrency Trading Agent Using Deep Reinforcement Learning.
ISCMI
Uwais Suliman, Terence L. van Zyl, Andrew Paskaramoorthy
2022 J jnl
Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations.
CoRR
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
2022 J jnl
Volatility forecasting using Deep Learning and sentiment analysis.
CoRR
V. Ncume, Terence L. van Zyl, Andrew Paskaramoorthy
2021 J jnl
AMA-K: Aggressive Multi-Temporal Allocation An Algorithm for Aggressive Online Portfolio Selection.
CoRR
Matthew Kruger, Terence L. van Zyl, Andrew Paskaramoorthy
2021 — conf
AMA-K: Aggressive Multi-temporal Allocation with K Experts for Online Portfolio Selection.
ISCMI
Matthew Kruger, Terence L. van Zyl, Andrew Paskaramoorthy
2021 C conf
Deep Learning for Financial Time Series Forecast Fusion and Optimal Portfolio Rebalancing.
FUSION
Siddeeq Laher, Andrew Paskaramoorthy, Terence L. van Zyl
2021 — conf
MA-FDRNN: Multi-Asset Fuzzy Deep Recurrent Neural Network Reinforcement Learning for Portfolio Management.
ISCMI
Tarrin Skeepers, Terence L. van Zyl, Andrew Paskaramoorthy
2021 — conf
ParDen: Surrogate Assisted Hyper-Parameter Optimisation for Portfolio Selection.
ISCMI
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
2021 J jnl
ParDen: Surrogate Assisted Hyper-Parameter Optimisation for Portfolio Selection.
CoRR
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
2021 C conf
The efficient frontiers of mean-variance portfolio rules under distribution misspecification.
FUSION
Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl
2020 — conf
DRICORN-K: A Dynamic RIsk CORrelation-driven Non-parametric Algorithm for Online Portfolio Selection.
SACAIR
Shivaar Sooklal, Terence L. van Zyl, Andrew Paskaramoorthy