Journals and Conferences (2020)
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- You Liang, A. Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram, "A
Novel Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Stock Price
and Volatility", Proc. IEEE COMPSAC track on Data Sciences, Analytics &
Technologies (DSAT), July 2020, Madrid, Spain. (theme: Driving
Intelligent Transformation of the Digital World for a Smarter World).
- You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa Thulasiram and
Md. Erfanul Hoque, "Data-Driven Adaptive Regularized Risk Forecasting", Proc. IEEE COMPSAC
track on Deep Analysis of Data-Driven
Applications (DADA), July 2020, Madrid, Spain.
- Zimo Zhu, A. Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram,
"Portfolio Optimization Using a Novel Data-Driven
EWMA Covariance Model with Big Data" Proc. IEEE COMPSAC
track on Deep Analysis of Data-Driven
Applications (DADA), July 2020, Madrid, Spain.
- You Liang, Aerambamoorthy Thavaneswaran, Na Yu, Md. Erfanul Hoque and Ruppa K. Thulasiram,
"Dynamic Data Science Applications in Optimal Profit Algorithmic Trading", Proc. IEEE COMPSAC
track on Deep Analysis of Data-Driven Applications (DADA), July 2020, Madrid, Spain.
- A. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram,"Novel Data-Driven
Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic
Trading", Proc. Fuzz IEEE Intl. Conf. on Fuzzy Systems, July 2020, Glasgow, UK.