Alex Paseka
Publication record assembled from the DBLP archive of ranked conferences.
Papers indexed
12
Venues
1
Active years
2021–2025
Best venue rank
B
Where they publish
Papers
12 indexed papers, newest first.
| Year | Venue | Title | Authors |
|---|---|---|---|
| 2025 | COMPSAC | On the Superiority of Data-Driven Combined Forecasts Based on Deep Learning Models. | Sulalitha Bowala, Md. Erfanul Hoque, Hina Shaheen, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Alex Paseka |
| 2025 | COMPSAC | Novel Data Driven High Dimensional Volatility Networks and Dynamic Price Networks. | Avanthi Saumyamala, Sulalitha Bowala, Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram |
| 2025 | COMPSAC | Superiority of RMT Filtered Data-Driven Covariance Matrix for Portfolio Optimization and Resilient Networks. | Avanthi Saumyamala, Sulalitha Bowala, Aerambamoorthy Thavaneswaran, You Liang, Alex Paseka, Ruppa K. Thulasiram |
| 2025 | COMPSAC | Superiority of the Neural Network Models for Multivariate Price and Volatility Forecasting. | Avanthi Saumyamala, You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Ruppa K. Thulasiram |
| 2024 | COMPSAC | Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading. | Thimani Ranathungage, Aerambamoorthy Thavaneswaran, You Liang, Ruppa K. Thulasiram, Alex Paseka |
| 2023 | COMPSAC | Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models. | Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram |
| 2023 | COMPSAC | A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility. | You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Sulalitha Bowala, Juan Liyau |
| 2023 | COMPSAC | Comparison of Trading Strategies: Dual Momentum vs Pairs Trading. | Japjeet Singh, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran, Alex Paseka |
| 2022 | COMPSAC | A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies. | You Liang, Aerambamoorthy Thavaneswaran, Alex Paseka, Wei Qiao, Melody Ghahramani, Sulalitha Bowala |
| 2022 | COMPSAC | Deep Learning Predictions for Cryptocurrencies. | Aerambamoorthy Thavaneswaran, You Liang, Sulalitha Bowala, Alex Paseka, Melody Ghahramani |
| 2021 | COMPSAC | An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. | Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram |
| 2021 | COMPSAC | Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. | Aerambamoorthy Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram |