DRICORN-K: A Dynamic RIsk CORrelation-driven Non-parametric Algorithm for Online Portfolio Selection. - Shivaar Sooklal; Terence L. van Zyl; Andrew Paskaramoorthy (SACAIR, 2020)

Deep Learning for Financial Time Series Forecast Fusion and Optimal Portfolio Rebalancing. - Siddeeq Laher; Andrew Paskaramoorthy; Terence L. van Zyl (FUSION, 2021)

The efficient frontiers of mean-variance portfolio rules under distribution misspecification. - Andrew Paskaramoorthy; Tim Gebbie; Terence L. van Zyl (FUSION, 2021)

AMA-K: Aggressive Multi-temporal Allocation with K Experts for Online Portfolio Selection. - Matthew Kruger; Terence L. van Zyl; Andrew Paskaramoorthy (ISCMI, 2021)

MA-FDRNN: Multi-Asset Fuzzy Deep Recurrent Neural Network Reinforcement Learning for Portfolio Management. - Tarrin Skeepers; Terence L. van Zyl; Andrew Paskaramoorthy (ISCMI, 2021)

ParDen: Surrogate Assisted Hyper-Parameter Optimisation for Portfolio Selection. - Terence L. van Zyl; Matthew Woolway; Andrew Paskaramoorthy (ISCMI, 2021)

AMA-K: Aggressive Multi-Temporal Allocation An Algorithm for Aggressive Online Portfolio Selection. - Matthew Kruger; Terence L. van Zyl; Andrew Paskaramoorthy (CoRR, 2021)

An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. - Andrew Paskaramoorthy; Terence L. van Zyl; Tim Gebbie (CIFEr, 2022)

Cryptocurrency Trading Agent Using Deep Reinforcement Learning. - Uwais Suliman; Terence L. van Zyl; Andrew Paskaramoorthy (ISCMI, 2022)

Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations. - Terence L. van Zyl; Matthew Woolway; Andrew Paskaramoorthy (CoRR, 2022)

Volatility forecasting using Deep Learning and sentiment analysis. - V. Ncume; Terence L. van Zyl; Andrew Paskaramoorthy (CoRR, 2022)

Many learning agents interacting with an agent-based market model. - Matthew Dicks; Andrew Paskaramoorthy; Tim Gebbie (CoRR, 2023)

Surrogate-assisted hyper-parameter search for portfolio optimisation: multi-period considerations. - Terence L. van Zyl; Matthew Woolway; Andrew Paskaramoorthy (Neural Comput. Appl., 2025)