You Liang
Publication record assembled from the DBLP archive of ranked conferences.
Papers indexed
15
Venues
1
Active years
2020–2025
Best venue rank
B
Where they publish
Papers
15 indexed papers, newest first.
| Year | Venue | Title | Authors |
|---|---|---|---|
| 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 | A Cryptocurrency Multiple Trading Strategy with Kalman Filter Innovation Volatility Interval Forecasts. | You Liang, Aerambamoorthy Thavaneswaran, Juan Liyau, Areebah Muhammad, Thimani Ranathungage, 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 |
| 2024 | COMPSAC | Novel Non-linear Adaptive Fuzzy Adjacency Matrices for Financial Volatility Network Models. | Avanthi Saumyamala, Sulalitha Bowala, You Liang, Shanika Basnayake, 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 |
| 2022 | COMPSAC | Long Term Interval Forecasts of Demand using Data-Driven Dynamic Regression Models. | You Liang, Aerambamoorthy Thavaneswaran |
| 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 | A Novel Algorithmic Trading Strategy using Hidden Markov Model for Kalman Filtering Innovations. | Ethan Johnson-Skinner, You Liang, Na Yu, Alin Morariu |
| 2021 | COMPSAC | Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures. | You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Ruppa K. Thulasiram, Ethan Johnson-Skinner |
| 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 |
| 2020 | COMPSAC | 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 |
| 2020 | COMPSAC | Dynamic Data Science Applications in Optimal Profit Algorithmic Trading. | You Liang, Aerambamoorthy Thavaneswaran, Na Yu, Md. Erfanul Hoque, Ruppa K. Thulasiram |
| 2020 | COMPSAC | Data-Driven Adaptive Regularized Risk Forecasting. | You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa K. Thulasiram, Md. Erfanul Hoque |