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)

Possibilistic moment generating functions. - Alex Paseka; S. S. Appadoo; A. Thavaneswaran (Appl. Math. Lett., 2011)

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 (COMPSAC, 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 (COMPSAC, 2020)

An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. - Md. Erfanul Hoque; Aerambamoorthy Thavaneswaran; Alex Paseka; Ruppa K. Thulasiram (COMPSAC, 2021)

Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures. - You Liang; Aerambamoorthy Thavaneswaran; Alexander Paseka; Ruppa K. Thulasiram; Ethan Johnson-Skinner (COMPSAC, 2021)

Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. - Aerambamoorthy Thavaneswaran; You Liang; Na Yu; Alex Paseka; Ruppa K. Thulasiram (COMPSAC, 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 (FUZZ-IEEE, 2021)

Fuzzy Option Pricing with Data-Driven Volatility using Novel Monte-Carlo Approach. - You Liang; A. Thavaneswaran; Alexander Paseka; Janakumar Bhanushali (SSCI, 2021)

A Novel Optimal Profit Resilient Filter Pairs Trading Strategy for Cryptocurrencies. - You Liang; Aerambamoorthy Thavaneswaran; Alex Paseka; Wei Qiao; Melody Ghahramani; Sulalitha Bowala (COMPSAC, 2022)

Deep Learning Predictions for Cryptocurrencies. - Aerambamoorthy Thavaneswaran; You Liang; Sulalitha Bowala; Alex Paseka; Melody Ghahramani (COMPSAC, 2022)

Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models. - Md. Erfanul Hoque; Sulalitha Bowala; Alex Paseka; Aerambamoorthy Thavaneswaran; Ruppa K. Thulasiram (COMPSAC, 2023)

A Novel Fading-Memory Filter Multiple Trading Strategy with Data-Driven Innovation Volatility. - You Liang; Aerambamoorthy Thavaneswaran; Alex Paseka; Sulalitha Bowala; Juan Liyau (COMPSAC, 2023)

Comparison of Trading Strategies: Dual Momentum vs Pairs Trading. - Japjeet Singh; Ruppa K. Thulasiram; Aerambamoorthy Thavaneswaran; Alex Paseka (COMPSAC, 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 (SSCI, 2023)

Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading. - Thimani Ranathungage; Aerambamoorthy Thavaneswaran; You Liang; Ruppa K. Thulasiram; Alex Paseka (COMPSAC, 2024)

The Superiority of Direct Neuro Volatility Forecasts Over GARCH and Machine Learning Forecasts for Financial Assets. - Sulalitha Bowala; Aerambamoorthy Thavaneswaran; Avanthi Saumyamala; Joy Dip Das; Ruppa K. Thulasiram; Alex Paseka (CiFer Companion, 2025)

Novel Financial Network Models Using Neuro Correlations and Applications. - Avanthi Saumyamala; Aerambamoorthy Thavaneswaran; Sulalitha Bowala; Joy Dip Das; Ruppa K. Thulasiram; Alex Paseka (CiFer Companion, 2025)

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 (COMPSAC, 2025)

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 (COMPSAC, 2025)

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 (COMPSAC, 2025)

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 (COMPSAC, 2025)